HGiles: Second the rec for Patrician 3 as an economic simulator. It's a very good trading/city-ruler game.
KneeTheCap: I have this (and the fourth, too) but can't play it. Somehow my antivirus keeps insisting that patrician 3 has a trojan and proudly deletes it. Every time. No matter whether or not its in the exceptions list, it deletes it. Maybe not instantly, but surely after a brief moment.
That is hilarious, yet troubling. It's really quite interesting that the antivirus doesn't listen to the exception list. That suggests that it might not be an actual antivirus. What are you running?
If you have the GOG version of the game, it may be the GOG treatment making the game work on later systems. The GOG treatment can involve exe editing, which is exactly what trojans do. Your antivirus is picking up on the method and deleting it without regard for the content or context - kind of like SOPA, actually. ;)
Edited to add: Not one person has mentioned Dwarf Fortress? For shame! it's a world-building simulator. Or a mining simulator. Or a fantasy game (sometimes, depending on who you ask). Or a management/city-building simulator (for a very specific kind of city). In all of it's aspects it's a great deal of fun, and very complex. Here's the easiest way to play it:
http://www.bay12forums.com/smf/index.php?topic=59026.0