The first 4X-ish game I got seriously into was "Legions" from mindscape (not to be confused with various post-90s games that have been released under the same name). I was about 14 at the time, and my memories of it are hazy -- but I had an adolescent obsession with the Punic wars, and I really enjoyed being able to create my own alternate histories for the ancient world. There were war elephants and berserkers, romans and gauls, and that was about all I needed for many happy hours of escapism.
That said, my own “big 3” 90s era strategy games were Alpha Centauri, Master of Orion 2, and Heroes of Might and Magic 3. Taken together, those 3 titles may well account for the majority of my total lifelong gaming time. I could probably write extended essays on just what I liked and didn’t in each, though of course separating the warm glow of nostalgia from what actually works on a game design level is a tricky business.
I spend less time gaming now -- but, as I’ve said in other places
, one of my core obsessions of the last few years has been Sword of the Stars. On some level, the reason SiS exists is that I was so simultaneously excited by and frustrated with SOTS. It’s the only 4X game I’ve ever spent much time playing multiplayer. I actually have written a rambling mutli-page essay on my reactions to SOTS -- which I suppose I could post somewhere, for people who really aren’t afraid of massive walls of text. But, the executive summary is basically “wonderfully inventive gameplay, awesome world building, but the real-time tactical battles prove problematic for a whole range of reasons.”
After SOTS, I got very into XCOM: Enemy Unknown. Again, just what I liked and didn't in XCOM is another large tangent (if you ever want to kill a few hours, ask me about my XCOM modding projects). But, basically, as someone who loves turn-based tactical combat, Firaxis's XCOM is necessarily a major landmark title, and I've certainly played plenty of it.
Edit: I'm not sure if an exhaustive "game's played" list is really that useful, and, in any case, mine would certainly be shorter than Arioch's. But it's worth noting that while I have played all the Civs, I've actually spent less time in Civ V than I have playing Warlock: Master of the Arcane. Which I think is reasonably good evidence that I tend to lean towards "lighter" "faster paced" titles, inasmuch as any games in this genre can really be said to lean that way.