Civ 4 is great.

Civ 5 is mostly great if you add the Brave New World (or maybe Gods and Kings) expansion, which revises the game mechanics. My main complaint is that I don't like how religion affects the mid-late game, but the game is still great overall.

Both can be had for cheap when they go on sale.

There's a free and open-source Civ-like game called Unciv. I haven't played it, but I've seen it mentioned often enough that it might be worth a look.