In what sense do you feel you are missing out?! - I'm guessing its likely you want a fleet of ships, factories etc etc.

If you can give me a better idea (and specify which one of the games you're currently hooked on) I might be able to give you some ideas of what to do / where to go

Roguey's site helped me out a lot back in the day. http://roguey.co.uk/x3tc/help/

More importantly, bootmark the complex calculator, planning your factories without it is pure masochism. They really aren't. It's a decent (albeit flawed) sandbox experience, I'll give you that, but that's pretty much it. Egosoft built on that base, but rather than improving it (like fixing the godawful interface, for one) they kept adding tons of useless fluff instead (yay for 200 new minor variants of the same ship designs and the 30 new copypasted sectors with a brand new name!!1!). Not only that, but they also thought it was a good idea to remove several good features (cockpits, station interiors, cutscenes, even the friggin' tutorials).

Egosoft was just lucky the space sims market was left without serious contenders for so long. For every step forward, the X series took one if not two steps backwards. To some extent the community managed to fix some of its flaws, and there is some fun to be had here and there, but in large part it remains a bugged, poorly paced, poorly programmed example of bad game design.