All kinds of historical wargames ranging from Napoleonics (Talonsofts' series) to detailed WW2 (Steel Panthers: World at War.
SH3
and when I want to blow off stema in a safe, controlled manner I play FarCry and see how many bad guys I can kill with just the knife and handgun. Now that's immersion. Very relaxing.
Oh yeah, ZooTycoon against the kids - we are a competitive family.