Sword of the Stars is available via Gamer's Gate & Stardock Central/Impulse. Get the collectors edition (includes the first expansion Born of Blood) and if you like it, the third and final expansion (A Murder of Crows) is out too. Pretty good space strategy with realtime battles. Little tough to get into initially, but bloody great once you get to grips with it.
Hinterlands (Steam) is another decent little game. Random world generated each game so plenty of replay. Basically a mixture of diabloesque adventure with some town management thrown in. Don't expect hugely intricate gameplay though.
Children of the Nile is also available on Steam (and Gamer's Gate, at least the expansion), and an expansion for same too fairly cheap. Good little city builder (probably the best since Zeus imho).
Armageddon Empires is pretty neat hex based strategy / card game. Again, highly replayable.
Gal Civ II if you haven't already got it, via Impulse/Stardock Central. Sins of a Solar Empire if you prefer RTS, it's not horrendous but a tad too 'generic RTS' for me.
Ghost Master, pretty nice game though not a huge lot of replayability. Available on Steam & Gamer's Gate
Civ 4 & Civ 4 : Colonization are up on Gamer's Gate too.