A game I can't believe I had missed, and just discovered recently is Another World (or Out Of This World, in the US). It was released and re-released for many platforms, but I got it for the Sega Mega Drive (Genesis). Man, it's an amazing game with incredible graphics for its time. Difficult though, but I'm loving every second of it.
EDIT: Also, Colonization (by Sid Meier) is one of those games few seem to have played, but I beat that game atleast a dozen times. Great great fun. I prefer it over the Civ games.