This game is actually a bit before my time since it was released two years before I was born, but the original XCOM game (aka UFO: Enemy Unknown) is still one of my favorite games of all time. And it's just gotten better over the years with fixes and modding through OpenXcom.

I like the modern Firaxis games a lot too, and Xenonauts even moreso, but nothing has quite hit the same as the OG.