Some of these have been mentioned previously:
Master of Magic
Master of Orion 2
Wing Commander: Privateer (Just finished replaying Gemini Gold, actually)
X-COM: UFO Defense
Balder's Gate 1/2 and expansions (though I never did get around to finishing Throne of Baal)
Planescape: Torment
SSI Gold box games (especially Curse of the Azure Bonds)
Populous
Tetris
And, while not technically a PC game, whenever I see an old Galaga machine/console, I have to drop a quarter or two in, time permitting.

2001 is quite recent.... very easy to come up with games...
Not including stuff I got from GOG...
Total Annihilation
Descent 1, 2, 3
Age of Empires II
Need for Speed III, High Stakes, and Porsche Unleashed
Commander Keen
Tony Hawk Pro Skater 1, 2 & 3
Homeworld
...
way too many to list!

Forgot about the Tony Hawk series -- those would be super fun to have on here. :)
First is my favourite, though..unfortunate it wasnt put out on PC.

Imperialism I and II
Civilization Call to Power
Railroad Tycoon

Of course my personal favourites: best games i ever played (and still playing them again from time to time :-)):
HoMM 3
Homerworld
Fallout 1&2

Civilization 2 gets my vote.

+1

I can't believe no one has said Starcraft yet, o.O
Although maybe someone did and I missed it, but still, I'd have thought a few more people. . .
But anyway, I still play Diablo II LoD semi-regularly, I could definitely play through Homeworld again if I ever got around to installing it. I used to play quite a bit of Master of Orion II a couple of years ago, managed to work my strategies enough so that I could beat a handful of computers on the highest difficulty rating, which was fun!

I would have if I would have thought of it. Me and my brothers have spent countless hours on that game. :)