Elder Scroll series. Skyrim for the modding and eyecandy potential, Oblivion for the madness that is spellcrafting (also Shivering Isles is the best ES DLC), Morrowind for the true alien fantasy.
Thief II is the quintessential first-person sneaker.
Independence War II still has one of the best flight models and a great story.
X3: Terran Conflict is the best first-person strategy game.
Half-Life 1 and 2.
Il-2: Great Battles is the best WWII combat flight sim.
DCS is the best jet combat sim.
Elite: Dangerous is the only space sim with actual 1:1 scale galaxy, including many real-life stars and is the best life-in-space simulator with flight model as good as I-War 2 and decent enough on-foot parts (even though there is some jank and glitches).