Magicka is hilariously great fun, but it's at least 10x better with friends. It really doesn't serve well as a solo game because you miss so much of the hilarity that ensues.
Sword of the Stars 2 is a pretty deep game. I got it with...one of the Amazon Paradox Packages and have had absolutely no issues with it, other than the fact that I haven't quite figured it out yet. I do wish it looked better, especially given the way a lot of the screenshots look, but it's functional, it's decent looking, and it seems to be pretty deep.
Crusader Kings 2 is daunting as hell, but it's one of the most intriguing games you can find, and it has a very functional Game of Thrones mod so you can play in Westeros if you want. They even added Wildlings!
I just got Mount and Blade recently and I'm loving it.
Naval War I was interested in but missed the 75% off sale and was waiting for it to go down in price again.