One game I was surprised that was not mentioned is "The Battle for Wesnoth"
The Battle for Wesnoth is a turn-based strategy game with a fantasy theme.
Build your army, selecting, from one mission to the next one, your most experienced fighters. Fighters you did recruit among a great number of units, offering various strategic strengths and weaknesses on different terrains and against different opponents.
It's an open source game that is improved fairly often. Additional campaigns are always being offered by others on the site forum or campaign DL page. It also has three levels of difficulty so if you replay it is not ever the same.
One other aspect I am impressed with is that they have created somewhat a history timeline with their campaigns so it keeps a thread of recognition from one campaign to another as well as characters and their offspring and/or forefathers.
A genuinely superb game.
http://www.wesnoth.org/downloads.htm
ps...I forgot to mention...this is a great thread...downloaded a few games that has been mentioned here...kudos to the originator and to those that contributed