In no particular order:
SMAC - the best TBS I've played, with a wonderfully oppressive and hostile world, as well as well thought out ideologically-based factions and a very cohesive feel to the game.
Ultima VII - the scope of the world was amazing.
Dungeon Keeper - carve out your own dungeon!
Arcanum - creative setting, an interesting plot, and some actual role-playing made it awesome.
Planescape: Torment - amazing atmosphere, fantastic writing and unusual characters.
Vampire: Bloodlines - another one dripping with atmosphere.
Maybe soon to be added to this list - Dwarf Fortress. I'm still getting into this one, but the sheer depth and attention to detail in it is absolutely astounding. Shame the interface is so clunky.
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