Temple of Elemental Evil is pretty damn good and hardcore RPG. But do use the mod Circle of Eight.

In on particualr order:

Master of Orion I & II
V for Victory series
Close Combat
Harpoon (especially Classic 97 version)
Emperor: Rise of the Middle Kingdom
Gooblins series
Falcon 4.0 and/or Flanker 3.5
Silent Service and/or Silent Hunter (I and II, III is also nice, but it's not really considered "old game")

Keep in mind, however that some of these games are kinda niche, even for "hardcore" strategy/simulator fan.

Adventure: I was about to say "Rick Dangerous II" (a platformer), but I've noticed it's not on GoG :/

Management: I'd also have said "Kron software's Bundesliga Manager", but… that also isn't here.

Sorry -.-

STALKER Shadow of Chernobyl
Freespace 2 (you can play the first game as well if you use the FSO mod)
Anachronox
MDK and MDK 2
Battlezone 98 Redux
Crusader No Remorse / Regret
Archimedean Dynasty / Aquanox / Aquanox 2
Alpha Centauri
Raptor Call of the Shadows
Nexus The Jupiter Incident
Omikron The Nomad Soul