Any of the Tycoons: They take a long time to beat and some levels can take hours
This. Specifically, Transport Tycoon Deluxe (best played with Open TTD). Initially you might get disheartened if you go bankrupt due to some bad, yet seemingly unimportant decisions (like assigning too many wagons to a train transporting very little). But once you get the hang of it, you could spend an eternity seeking profits, remodelling your transport networks, buying new models, creating new types of connections, etc.. Also, there is no end. You could end up earning millions a year, the competition may come and go, but you go on with no victory conditions out there.
-Theme Hospital: I don't care Ill suggest this to anyone! I have yet to beat this since it can take FOREVER!
Forever? I'm pretty sure it's got a campaign with a finite number of levels. Last I managed to play, it was going pretty smoothly as well. Unfortunately, last I tried to play, it lagged tremendously and was unplayable for some reason. :C
Speaking of Bullfrog games, Dungeon Keeper and Populous 2. DK being sort of a scenario-baed Dwarf Fortress with evil monsters instead, with possibilities like torture, sacrifices and raising the dead. Populous 2 being more of a level-the-isometric-terrain-for-your-people sort of puzzle than real strategy game, but still featuring some fun stuff like casting earthquake on the enemy settlements. Populous 2 features 1000 levels (semi-randomly generated), but you can move forward several-dozen levels based on performance in the last one.