Games I always find myself going back to:
Fallout 2: Played it through vanilla about 6 times, twice in a row last summer. Gonna snatch Killap's resto project and give it another go soon. I think as a game it's superior to the original Fallout, though having played through the original for the second time recently (only played it through once all the way when it came out) I definitely understand why a lot of people prefer it. The thing is, on my first run I found the alien blaster on the way to the hub and didn't need a new wep until the Turb Plas so I always thought both fallouts were pretty goofy.
Arcanum: I go back to this every now and again, I spend more time in character generation than anything. My first play through was with a technologist / firearms guy, loved it. Playing through again with magic seems like a totally different game, you gotta love that kind of replayability.
Planescape: Just started my second play through, I wanted to wait until my memory of the story was sufficiently hazy to give it another go. It's great, when someone mentions the blood war and it says "this gives you chills down your spine" it really does give me chills and I can't specifically remember why! What can change the nature of a man....
I go through Full Throttle every few years as if it was a movie. In fact, I think someone made this into an .avi and edited out the interface etc, might just check that out
I go back to wasteland quite a bit. mmmm blood sausages.
The original X-com keeps bringing me back. I've only actually beaten it the first time I played it, subsequent play throughs I usually move on to something else towards the end when theres like 40+ ufos every month. I love when you get flying suits and blaster launchers, using the blast launcher as a can opener on the top of large landed ships and flying your guys in there to avoid the elevator death traps
I don't know if you can count random world generating strategy games, as they're more like board games. But I played through all the Civ's repeatedly. I pick up Sim city 2000 every once in awhile (was anything past that any good?) and my all time fav would be Master of Orion 2. The only challenge left for me in that game is trying to beat it on Impossible with "uncreative" as a racial trait. I seriously don't think it can be done. I go back to the Heroes of Might and Magic series every now and again as well.
When I was a kid I played through final fantasy 1 and 2 (4 in japan) probably 4 or 5 times each. Uncharted Waters: New Horizons on snes I still pick up every now and again.
There are others to be sure, these are the ones that come to mind right away though.
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