Settlers is my all time favorite, I could play that game for hours on end and not get sick of it.
For all the other Settlers fans out there, here is a link to the only really good online version of Settlers. It requires signing up, but it is free. Takes a bit to get used to the controls. The best part about it is that the initial setup is instant and the wait time for other players is also very short.
http://games.asobrain.com/