I'll throw out some. These may not be for everyone.
Borderlands - I know this game received some backlash after it's launch, but it's a fine game. It's not something I'd recommend marathon playing, but for an hour or two to kill some stress? Not too bad.
X-Com UFO Defense - This may be the greatest strategy game ever made. It's also bawls hard, but to me that's what makes it fun. If you can't handle a stressful game where you know at some point every soldier you ever recruit is going to die, X-Com is not for you.
Jagged Alliance 2 - Very similar to X-Com with more personable soldiers. What took me out of the game, was an artificial difficulty boost in the way of virtual super soldiers when the game is nearing completion. Aside from that, fine game.
Heroes of Might & Magic - Any of them. I'll even throw 4 & 5 in there. They are all easy to pick up, with deep strategy, and fun game mechanics. Almost anyone can learn how to play these games.
Mount & Blade Warband: I was a paying beta tester way back in the beta days for M&B. So I've been playing it for years now. While it's worn out it's welcome with me, it's a fine sandbox style game. Once some of the great vanilla (or beta) mods finally get ported, Warband will be amazing.
Europa Universalis III: I go back and forth with EU3. Sometimes I love the scope and immersion. Othertimes I think it's almost too easy for it's steep learning curve. I'm also not so fond on Divine Wind right now. But EU3 up to HTTT is a fine Grand Strategy game worth checking out.
Romance of the Three Kingdoms XI: You can only buy this digitally from D2D...And they may drop it now that they've been sold. If you have any interest in the Three Kingdoms period of China's history, this is an absolutely wonderful game. I think it's superior Grand Strategy game compared to EU3 just for it's richness in character.
There's others I can throw out, but pretty much everyone knows about them. MoO, Alpha Centauri, Civ games, Fallout's, etc, etc.
Edit: I just noticed in the main post that you seem to be asking for RPG's or something like that...But I'll let this post stand. Many of these games have RPG elements to some degree or another.
Post edited May 26, 2011 by Hawk52