The first game to really make an impression on me was X-COM: UFO Defense. It came into my hands around the time I was given Syndicate, it quickly became the sole game occupying my computer's CD tray. It stayed there for almost a year. I owned and played that game without fail every week until late 2001 (almost ten years) when I loaned it to a friend who destroyed the disc.
Since then I've searched high and low every week for a copy on the cheap, with little to no success. Luckily for all of us, the ENTIRE SERIES has been released on Steam for fifteen dollars. If you play games at all and you own a PC made in the last 11 years, go there now and buy it. Just go. Don't ask any questions, just let it happen. You won't regret it, I never did.
If, for some reason, you don't want to play the original, check out the UFO trilogy from Altar Games. It costs about twice as much as the bundle on Steam, but it's a decent update of the classic game. The gameplay and premise are just about the same, the specs are just upped a bit. It's not bad, but can't compare to the original. Nothing can as far as I'm concerned.
