For me, I'd have to say Old School X-COM (UFO Defense, TFTD, X-COM Apocalypse to an extent). I love them in a way that I just do not enjoy NewCOM, but the interface was quite possibly based on the recovered works of a 13th century scribe, and is very difficult to get used to for an unfamiliar player.
Railroad Tycoon 3 still has the best economic simulator I've seen in a game despite being 20 years old. Industries evolve over time based on a heat map of commodity prices, towns grow in response to the goods you provide, and other railroads compete on a stock market where you can do hostile takeovers.