Dwarf Fortress
A free, yes FREE cult game, Dwarf Fortress is a must have game for anyone who calls themselves a PC Gamer. Why? Because before you have explored a vicious ASCII world in which anything can happen and constantly does, until you have lost a civilization to lurgy and rockfalls, and until you have poured with glazed eyes over a wiki for hours in the hopes of wresting victory from the omnipresent jaws of despair, you are not worthy to do so.
Dwarf Fortress can be played in Adventurer mode, but the main 'point' of the game if you will is 'Dwarf Fortress' mode, which involves, as one might imagine, creating a Dwarf Fortress and founding a thriving colony of dwarves. Dwarf Fortress is known as being an incredibly difficult game, however with the help of the official wiki, you will pick it up well enough in an afternoon.
This might sound suspiciously like hard work for gamers who are used to picking up any game, mashing WASD whilst spamming the mouse and being heralded as legends in their own gaming worlds, but it's probably worth it if you want a truly challenging and most importantly, deep game experience.
If that doesn't appeal to you at all, there are various Dwarf Fortress Packages, like the Lazy Newb Pack and the Bentgirder pack which both provide streamlined experiences, removing a great deal of the initial set up. Bentgirder removes the world generator step, the embark point step and the expedition step and just tosses you into a world to get started. Personally I'm not sure if that's really necessary, after only unzipping the game and launching it I managed to get through generating a world and founding my first fortress without breaking down in bitter tears of confusion, so you probably can too.
Lazy Newb Pack, on the other hand, I highly recommend because it comes with texture packs that mellow the harshness of the ASCII world and make it actually recognizable. With a texture pack enabled you realize that hey, you're not wandering through a forest of green @ symbols, you're actually wandering through trees.
Once you embark on a game of Dwarf Fortress, you experience the joys of dictatorship. You must ensure that your people are skilled and assign them to tasks that they are suited to in order for your fledgling society to survive. You must select the best place to found your fortress, and with over 50 types of terrain not to mention nine different types of surroundings (qualities which affect the creatures that live on the terrain) the possibilities are not quite endless, but impressively large.
Are you excited yet? You should be. The wild complexity in this game is enough you keep your head spinning for days. If you're looking for a free game that is in many ways still at the cutting edge of independent gaming fives years after release, then Dwarf Fortress is certainly worth the investment of your time.