If you like complex strategy games:
Europa Universalis II is probably your ticket.
Hearts of Iron with some of the more recent patches is now a decent game as well.
If you want a more dumbed down strategy game then Civ3 or perhaps Medieval: Total War is a good direction to go.
Freelancer is a good space sim/rpg if you are in to that.
Pure RPG there are quite a few good ones, Lionheart has been decent so far, Temple of Elemental Evil just came out and has good reviews, some of the old school titles that are really awesome are Fallout 2, Ice Wind Dale 2, Baldur's Gate 2 etc.
For RTS, I suggest Age of Wonders as probably the best game on the market. Warcraft III isn't to bad but I liked AoW much much much better. Homeworld 2 just came out and its a space based RTS I am d/ling the hacked version atm so I wont know if its any good for a few days.
Also be leary about software from Asia, its full of trojans and nasty bugs. If you have broadband and want games for free PM and I'll point you in the direction you need to go to d/l them.
Cardinal Mike!!