Half Life/Half Life 2. Best story line ever! Love the no cut scenes, it brings you into the world even more.
Sim City keeps me busy at times too.
Super Power!
Its a tough game to get started on but the level of stragetry requred its old, but can you lead your nation to be come a SuperPower?? I sugest you try this game, I'm sure you can get it for $10 now days as it was released in 02 or 03.
(Note: I've boycotted getting SuperPower 2 as they use StarForce protection and I boycott all games with star force. There is a demo of Super Power 2, but I'm too afraid to install it). So I recommened SuperPower.
If your into naval strategy, their is always Harpoon classic, or Harpoon 3 AWN. (<- demo available).