1.
Transport Tycoon Deluxe for Windows. This ought to be the game I wasted the most time playing in my entire life and got the best fun out of it in the process. And I still do from time to time...
2.
Ufo: Ennemy Unknown. Same than TTD, but come second. All other sequels are pretty much clones of this game.
3.
Master of Orion. Pretty much a Civilization clone, but in space. Pretty much spawned the whole 4X genre.
4.
Civilization. The best of the Civilization series with eyes closed and a hand tied in the back, all other games of the same genre are clones of this game. This unfortunately include Colonization and Master of Magic, which would also otherwise get their entry on this hall of fame.
5.
MechCommander. Even though it has a very closed story and extremely linear gameplay, I have played this game from start to conclusion so many times that I lost count. It probably number easily around the 20.
Honorable mention:
6.
Starcraft. Without it's expention, of course, simply the best RTS ever made. Coma. 'nuff said.
7.
Original War. One of the best strategy game I ever played. I just can't believe it's so underrated and such an unknown game. Hardcore strategy game players: wake up if you never played that game!
8.
Fallout. Incredible RPG, too bad the replayability is so low. It would be higher on my list if so.
9.
Chrono Trigger (SNES). Too bad it's a SNES console game, otherwise it would have been higher in my list too. It's without the shadow of a doubt the best SNES RPG ever made, overshadowing Final Fantasy III (and especially FF7) easily.