https://www.gog.com/game/anachronox A hilariously funny Western JRPG (yes, you read that right) with fun and inventive mechanics.
(Was supposed to be the first part of a trilogy. Someday..maybe. Hopefully)
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https://www.gog.com/game/arcanum_of_steamworks_and_magick_obscura A deep WRPG where magick and technoloy exist side by side.
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https://www.gog.com/game/imperium_galactica_ii_alliances A RTWP Space 4X with many good mechanics that still hasn't been copied.
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https://www.gog.com/game/space_empires_iv_deluxe Another Space 4x. A Turn-based one this time.
(There is a V, but it made a few changes that not everybody liked)
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https://www.gog.com/game/beyond_good_and_evil A wholesome adventure game with a riveting tale and many fun side-games.
(A sequel is in the works, has been for quite a while. Doesn't look like it'll play the same at all)
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https://www.gog.com/game/outcast Another Adventure game. Early voxel-based graphics.
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https://www.gog.com/game/giants_citizen_kabuto A third person shooter with humor. Base-building in the excellent LAN/MP mode.
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https://www.gog.com/game/sacred_gold A forgotten H'n'S game. Big, open world. Ride a horse.
(Don't play Sacred 3. There is no 3!)
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https://www.gog.com/game/drox_operative Uh. You pilot a spaceship, but it's not a STACS game (Spaceship Trading and Combat Simulator). It's more like a H'n'S game in the gameplay loop. Oh, and it is set in a universe where the NPC's play a 4X game.
It's good. DO2 is in the works too (and on GOG).
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https://www.gog.com/game/conquest_frontier_wars An RTS where you do things a little differently.
It's almost like a 4X game, but with only extermination.
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https://www.gog.com/game/tachyon_the_fringe A Mission-based cockpit-only Spaceship sim, like Descent or Starlancer.
Main character voiced by Bruce Campbell of Evil Dead fame.
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https://www.gog.com/game/impossible_creatures Another RTS with interesting and unique mechanics.
Collect animal DNA in campaign mode to overcome your current foe.
Use 2 of any and all animals in MP/sandbox mode to create the most effective army.