Overland

Overland by Finji is a beautiful, turn-based game, with fantastic sound and great story.  You'll find yourself escaping a level only to re-try it another way.  I love it.

Civilization Revolution for PS3

Conquer the world! You get a choice of cultures, each with its own strengths, and a starting city or group of settlers. Then you you build up your civilization. To win the game, you can either conquer everyone militarily, or you can store up tons of gold and build the World Bank, or you can build culture and wonders that culminate in the UN, or you can work on technology until you're able to launch a mission to Alpha Centauri.

All sorts of cultures. Four ways to win (which means three ways to lose). Plenty of fiddling details like roads, the overlap in the tech trees, opponents with differing strategies ... it makes for a thousand permutations.

I've played a dozen different ways and I'm still not repeating. I love it!