Definitely
Dwarf Fortress.
I was searching for some Civilization-building game and saw it somewhere mentioned, with a note added "not suited for most people" because of the complete lack of graphics ( without graphics Pack, it is in ASCII).
I downloaded it, installed it and then had to read a lot and watch lots of videos to even get through the world generation process and everything else before I was even able to start doing anything ( note, not playing).
Someone said, "be aware, this game features a learning curve that makes EVE Online look like Tetris". I had played EVE for a Year or so.
And, goddamit, this guy was right. This game is like trying to climb a bulge on a 10g Planet without safeguards. The main motto of the game is for good reasons "Loosing is FUN!!"
But it is glorious. Even when you just want to build stuff with your seven little dwarves, there is infinite amount of stuff that can go wrong and lead to utter destruction. Since there is no goal in this game, you will ALWAYS loose. It's still a blast to play, once you get the hang of it.
Links :
http://en.wikipedia.org/wiki/Dwarf_Fortress
http://www.bay12games.com/dwarves/
If you ever try it : Do NEVER forget : Loosing is FUN!!