Pirates!™ as long as you can deal with the 8-bit graphics. Ultimate open ended game on NES.
Privateer. Another open ended game for PC. Old school, kind of suppliments Wing Commander, but this game is more fun. You can capture your enemies and sell them, you can become a bounty hunter, or you can become a pirate and run contraband.
Heretic. 3D shooter style. Way better than Doom 2 as far as plot and gameplay. Not too difficult, but I suck, so it was a challenge for me to beat. There's also an expansion pack that's pretty hard to find.
Quest for Fame.
Air guitar game for PC. They give you a guitar pick with a bigass wire sticking out of it (and a motion detector inside). You supply the tennis racket or air guitar. Story of the game follows a teenage garage band guitarist trying to make it big so he can play with Aerosmith. Very campy, but still fun to play.