1. Dwarf Fortress
2. Homeworld (A true classic, but DF just feels #1 to me)
3. Mass Effect
4. Sins of a Solar Empire (lower rating since I rarely play it, most of my friends don't have it)
5. Monster Truck Madness 2 (Long story short: One of the first games I ever played as a youngster. Designed tracks for it and everything. Alas, it hasn't aged well, but it deserves a spot on my list for old times sake)
I would have voted for X3: Terran Conflict if it was on there, although the entire series is really quite good. In retrospect I could've probably voted for Reunion in its place.
Much like DF, the series has a rather decent learning curve hiding a truly, truly immersive game. And I've already noticed a few of their members have taken notice of DF, as I'm sure more than a few of the locals here have noticed the X-Series.
Not to mention their massive scripting/modding community.
Considering how much time I've spent on it lately (must... build... more... complexes), it easily would have been #1 for me.
And as Shadowlord said, I also would've put up Sword of the Stars if it was available. A really well done 4X game. But again, need to actually know some other people who have it.