Dwarf Fortress, X series, and EVE.
However, Dwarf Fortress is probably the most complex as you have to learn every aspect of fortress workings and so on to fully make a proper fort. Learning irrigation, keeping your dwarves happy, building a decent import-export and crafting chain, working out the mess that atm is the military (although it's better than it was), and so on.
At least with EVE and the X games, you can specialise more. Just takes a lot of time and effort to truly start to excel. However, in the case of EVE, even a newbie can contribute in PvP right from the off, so it isn't so bad.