That's a hard one. I really like roguelikes and have played so many good ones.
I think the top three would be:
1. Cataclysm - I'm a sucker for the setting, it has a big open world with lots of places to explore (including dungeon-like places such as science labs), and it being open source allows for a lot of modability.
2. Caves of Qud - I like the setting of this one too, and for pretty much all the reasons you stated.
3. Unreal World - Love the survival setting in this one, and the world and lore and such is a lot of fun. This one has pulled me in repeatedly over the years. The only reason I ranked it lower than the other two is there isn't a whole lot to do once you have a house and plenty of food and the you aren't fighting for survival anymore, so once you get good at the game you have to make challenges for yourself to keep it fun. Still a very fun game, though.
Lots of honorable mentions.
Gearhead is a lot of fun and has a pretty unique setting where you build mecha and fight other mecha and such (plenty of foot combat too), and it has an open world to explore - although it isn't a random world like the ones in my top 3 (I think most of the dungeon levels are random though). The sequel is a lot of fun as well, but isn't quite as fleshed out yet as the first one.
TOME4 is pretty cool and I had a lot of fun playing through it. The storyline is fun, but it's mostly predetermined and doesn't have a random world either.
I had a lot of fun with both Nethack and Angband when I used to play them, but neither of those really stood out to me (I've never been a big fan of pure dungeon crawlers though, so that might be why).
Rogue survivor is fun and I like the setting, although I haven't taken the time to play it as much as the others.
The relatively new one Vapors of Insanity has a lot of potential. I've been playing around with it lately. It's still in a fairly early stage, but already has enough content to be fun. It's very brutal if you travel southeast too fast without exploring around a bit - I ran a wizard char to the southeast a ways, killing enemy humans and such from a distance with ease as I went farther and farther, then suddenly had a giant frog hop from across the screen right in my face and tear me to shreds.
Elona was fun for a while, but the sheer silliness of it keeps me from ranking it in my top 3. It's a very strange game.
Prospector is a lot of fun, and I've spent quite a few hours playing it (the special planets are a lot of fun, although they can be hilariously deadly). It just didn't have the same pull for me as my top 3 though.
- Wow, ninja'd X8 lol