Man of Honour
For me it would be Killer Bunnies with all the expansions. I. JUST. CAN'T. KEEP. UP...
That I've played, probably T'zolkin.
Pretty much any 18XX game!
For thematic games, Mage Knight struck me as being excessively convoluted, but I've only played a couple of times.
lol. I've never played one myself, but there was a room at Midcon last year devoted to train games. The 18xx series looks....dry...
Twilight Imperium
The rule book is over 40 pages, and I've never actually completed a single game.
Some of the old hex-map-and-chit wargames were ridiculously complicated, I have a few I've never been able to fathom out, Gulf Strike, Central America, Flat-Top. Advanced Squad Leader had a reputation for being particularly difficult IIRC.
lol. I've never played one myself, but there was a room at Midcon last year devoted to train games. The 18xx series looks....dry...
I've always fancied powerplant but it looks beyond my meagre maths skills.