One of my absolute favorites is a quirky strategy game named Lord Monarch. I found it on the Nihon Falcom website way back in the mid 90s when I was first starting to use the internet: Lord Monarch
It's super tiny in modern terms, but I remember waiting a good 20-30 minutes for it to download from a 33.6Kbps modem.
Another huge one for me was a game I actually got a full version of from a Gravis gamepad promo CD named Seek and Destroy. It's a top down shooter where you can be either a helicopter or a tank: Seek and Destroy
The last one that comes to mind is a giant robot fighting game that also came on that same Gravis CD named One Must Fall: One Must Fall 2097