ooh, so many good games, i have to go with some of the classic oldies. (in no direct order)
1. Myth (nothing like the hearing the words casualty, after your dwarf manages to blow up your whole infantry squad)
2. X-com TFTD, or UFO defense (both great microprose games. I hated the crysalids for soldier killing, think alien series facehugger)
3. Marathon (Love the fact you worked for an insane ai. And could dual wield and had alt-fire.)
4. Mechwarrior (the old ones you customized the mech for missions, and could only hope you did everything right.)