One game I keep going back to is
Tropico 4, played via
Steam.
You play the dictator of a banana republic which you have to build up from humble beginnings, earning money by trading goods from resources and industry such as oil, pineapples, cigars, rum etc, and by building up a tourist industry. If you have a budget deficit for too long the world's superpowers will remove you from power and the game ends, also if you lose the elections, although you can deny your people the right to vote, or even rig the election.
You 'win' by completing certain objectives, such as exporting X amount of Llama wool, educating so many professors or sending a rocket into space, although seeing your island evolve is in itself quite satisfying.
It's a good game - you have the freedom to do pretty much what you want, from banning contraception or hosting a 'festival of love' to increase your population, to luring any Cuban rebels on the island to your booby-trapped mausoleum, imprisoning anyone who doesn't agree with you, or even sending your SWAT team to make sure they meet with an unfortunate "accident".
The only point which is slightly annoying is, maybe unsurprisingly for a game of this type, it has been designed so it's easiest to win by running a nonsensical utopia - give your people free housing, lots of free food, benefits, free education, raise wages well above the regional average, cut taxes, run a shopping centre selling luxury imported goods at a loss, and your profits just seem to increase.
There is a newer version, Tropico 5, available which I'd have bought if the reviews hadn't said was so similar.