Dwarf Fortress is my favorite game at the moment. It is very hard to learn but is so much fun. Here is the link to their website:
www.bay12games.com/dwarves/. Oh did I mention that it's free!
For those who are interested in trying it out I recommend downloading the Lazy Newb Pack:http://www.bay12forums.com/smf/index.php?topic=59026.0. This pack has all kinds of utilities, tile sets and other things to make your life easier. For tile sets I recommend Phoebus, or Ironhand.
If you are completely lost and can't even figure it out, Captnduck has a playlist of tutorials which explain just about every aspect:
http://www.youtube.com/playlist?list=PL5A3D7682BDD48FC2. I hope that someone found it useful and have !FUN!