There's been a lot of indie games mentioned in this thread I would have posted myself (Selaco, Brigador, Severed Steel, to name a few). I'm going to mention Starsector, an indie game that's not on Steam. Started playing it again recently. Plays something like Mount & Blade in space, but that doesn't cover enough of what you can do. There's so many things you can do in this game, that I'm just going to post SsethTzeentach's review of it, because he covers the appeal of the game very well.
Also, the game is only $15 right now. Easy recommend, even in its current state.
Starsector (formerly
fractalsoftworks.com