Oh Man that is a hard question I have bought like 100.
Probably not in any order:
Mount & Blade Warband
EUIII and EUIV (I like both very much and played many,many hours)
I loved CK, but I have to say CKII is a gem
Cities Skylines is a really good city builder as well
All the Hearts of Irons were good, like Darkest hour HoI2, HoI3, and the many other inspired games like Arsenal of Democracy
Vicky 1 and 2 are both good with also the expansions
My favorite mods have to be: MEIOU and Taxes for EUIII/IV
CKII Plus, Game of Thrones, and Warhammer: Geheimnisnacht for CKII.
There are too many Mount & Blade mods to list honestly. . .