By thinking game I mean, rpg, strategy, managerial or detailed simulation. Turn based would be cool. Any suggestions?

Lords of the Realm Royal Edition. Then play the second one.

Alpha Centuri? Masters of Orion 1&2 pack?
Those are 2 biggies right there!

*edit* actually, 3, I guess

Did you say casual strategy ?
http://www.bigfishgames.com/download-games/12726/landgrabbers/index.html

The Tropico games are pretty relaxed on the whole. I often play them just for their tranquil, happy vibe. You can crank up the pace, but there's no need to. Tropico 4 is the one to go for.

Off GOG (and mentioned by others):
Lords of the Realm 2 (available in the Royale Edition on GOG)
Masters of Orion 2 (in the 1+2 pack)

Not on GOG, I'd recommend some tower defense games:
Defense Grid: The Awakening
Plants vs. Zombies

and not Tower Defense but:
Majesty (the Gold edition has the expac in it)
From Dust
Heroes of Might and Magic: Clash of Heroes

and finally, I found Puzzle Quest boring, but it could be really fun for some folks and is definitely laid back.

Try [url=http://en.wikipedia.org/wiki/Knights_of_Honor_(video_game)]Knights of Honor[/url], it's not on GOG, but, if you like map conquest games it is a gem, it is fun, easy to learn, and you can just sit back and relax as you conquer the whole of europe. I belive you can get it from Gamers Gate DRM free too. :D
Of course Lords of the Realm 2 is a game that you should not miss either! :)

Here are some very nice casual games(free flash games):

Rebuild 2
Cursed Treasure
Villainous

Puzzle Quest relaxing ?! The computer cheated so much on its rolls the game filled me with rage.

I find Simcity 2000 relaxing.

For non GOG goodness games I find relaxing include:

Pretty much anything by Popcap:

Bejeweled 2
Bejeweled Twist
Peggle
Chuzzle

Chime - Nice indie music game available on Steam & ps3

Dwarfs!? -sure you have to make sure they don't drown themselves or set themselves on fire with lava, but there is something to be said watching a bunch of retarded dwarfs cheerfully tunneling through rock for gold.

SpaceChem - a thinking man/womans game

I also find The Binding of Isaac relaxing. But I'm probably just weird =).

For a chill casual strategy thinking game all in one, I'd suggest Sins Of A Solar Empire.

I'm normally not into real time strategy, however Sins is so slow paced about everything that event though its in real time I can sit back and watch my plans play out without feeling I am pressured to make quick executive decisions.

Also I find Capital Ships blowing up quite relaxing =)

Seconding Defense Grid.

Also, if you're okay with puzzle-ish games, I really enjoyed Rush (not on GOG, unfortunately).

I lost entire days to Tropico 3.

I personal bust out Rome of Medieval Total wars games.

I'll second King's Bounty. From what I've played so it seems pretty relaxed and tactical, and it fits your description.

Tropico 4 is basically more of the same. Which in this case isn't a bad thing. There's enough new stuff to keep it fresh. If you like 3 then you should definitely consider it.

Total War is one of my all time favourite series. I'm glad you didn't recommend Empire as a game to chill with though. The amount of possibilities can give me brain ache after a while. Medieval 2 or Shogun 2 are probably the best options here.

The 'City Builder' games are pretty laid back - Only Ceaser 3 is on here though...