Battle for Wesnoth is a personal favorite of mine that I haven't seen mentioned elsewhere in the thread. It's a pixel art, hex-grid turn based strategy game with fantasy armies. It's mixed with mild RPG elements, and there's tons and tons of campaigns and fanmade content accessible directly through a mod browser in game.
The other games I enjoy that I see being mentioned here are in the same vein. BAR, Warzone 2100, OpenTTD. And the open mods based on the STALKER engine, like Anomaly. I love those.