Rollercoaster Tycoon is always a good game to get them hooked on sim-games. They get to build their own rollercoasters, run their own park, and it's sometimes fun to watch as well. Plus, it can get them hooked on rollercoasters IRL when they reach appropriate height eventually.
Plus, little would they be aware, they'd be learning a few tricks here and there; business, efficiency, making people happy while still benefitting from it, creativity of design (rollercoasters and landscape; and through trial and error, learn what works and doesn't work (intensity, operation, excitement)), maintaining funds; the list goes on. I loved the game when I was young when it first came out, still love it today, and I want to go on so many different types of coasters still, many I didn't know existed before (to the point I previously had to wait for a summer block on TLC to learn of more coasters and get 1st person views of the rides). Tropico (1 and 3/4) is a close second for this, since they're maintaining their own island nation/paradise.
I would agree with Tetris, mostly for critical thinking, and when competing, being able to act quickly (and come up with rather creative cursing/trash talk).
For turn-based games with some educational value, Civilization is always good to play, RTS, Age of Empires; and for Sci-Fi levels, Master of Orion (though that's not as much for education, rather than awesome classic sci-fi goodness; however, if you play diplomatically, you can learn to negotiate in both this and Civ). Starcon is always a recommended favorite for it's sheer entertainment and storyline value alone. Back in the days, the Ur-Quan used to scare me, but nowadays, they're one of my favorite villains/races in any game. Especially having replayed the game as an adult; they're so complex, conflicted, and surprisingly, one of the nicest bad guys I've ever gotten to know. I mean, you just ask them why they're enslaving the galaxy, they'll tell you their whole tragic story.
Where economy and tactics are concerned, X-Com (UFO to Apoc, and maybe the Firaxis reimagine). I mean, you can't always trust the governments to keep you funded, so you must budget and fund yourself, and maintain guys you end up caring about because they become hardcore; oh yeah, and if they die, they can never come back. You'll learn to appreciate what you have, especially once they're gone (and you screw yourself over). X-Com is also quite fun to watch.
Flight simulators, you can never go wrong with the X-Wing series and Crimson Skies (just keep the pinups your character has hidden for young eyes). But yeah, who doesn't like Star Wars, flying through space, dogfighting, and where CS is concerned, 1930s (alternate timeline) hotrods of the sky and crazy-ass maneuvering, and zepplins? Flight Simulator (with enough custom content as well) is always fun to learn how to fly some real planes as well (depending on simulation settings, and how much you actually learned about planes (I once had a roommate that was learning how to be a pilot; made Flight Simulator that much more interesting; I actually learned how to fly a plane in the process, including navigation. One time, when actually in a plane with them, I got to take the yoke, and try out flying. It's so not like driving a car (although with enough experience, it does eventually become so.), however, I got to know/understand most of what I was being explained/told.)).
These games I have been introduced to young, and am still a die-hard fan of them. They're some of my favorite games, and many of them aged quite well. I mean, even Rollercoaster Tycoon and Age of Empires (2 especially) still has amazing graphics that can even be relevant to today's standards (it would even work as an iPad game) and mistaken as a recent release still.