I'd suggest you look up:
Hardwar:
It's basically Elite on a planet. But with great graphics, even now (it supports 1600x1200!). You follow a weak plot, all the while you're trying to upgrade your ship and buy property and more "lives" (called clones in the game). You begin with only one life and if you die, the game throws you out to the desktop (or maybe my game was buggy?). It's extremely difficult, totally unforgiving and highly satisfying once you get a hang of it. Oh, and you can play as a bounty hunter, a trader or a pirate. Just like Elite.
Scrapland:
Think GTA with robots. You play a weird looking rasta robot that's a journalist (the lowest job available on this robot planet). You get sent on a reporting job, but you soon end up playing a private detective unravelling some huge conspiracy/murder story in town. You're free to roam around the city as you wish and take on challenges and do battle with either bandits or the police. You can also upgrade your ship with new parts and weapons you find/win in the world. It can get repetitive, but I liked it.
The Neverhood:
A very beautiful adventure game, made with claymation technique. It's actually a collaboration between Dreamworks and Microsoft! You play as a clay man (actually named Klayman) that's lost his memory and your mission is to wander the world, solve puzzles and regain your memories one at a time. The world is amazing, the characters gripping, the soundtrack is great and it's actually humorous. A true forgotten gem.