I'm not sure if it is appropriate to discuss current games here, but I am a huge fan of Turn-Based Strategy, and I've started playing a game called Galactic Civilizations (
www.galciv.com). It is a lot of fun if you liked games in the flavor of MOO2. I thought I'd mention it, as they are creating a sequel now and its hard to find good NEW TBS games.
I have to agree with what many people said about XCOM - it is such a good game! I think it was ahead of its time, considering the level of computers available at the time when it was made. Crouching down behind pieces of terrain to stay out of the enemy field of view, destroyable walls, customizable characters with equipment and skills, alien autopies ... it had it all! I lost my copy years ago, and I was really excited to find it on this site.