Civilization, Age of Empires, Total War. Those are some of my favorite PC franchises.

Tales of Maj'Eyal is a roguelike game into which I've sunk a ton of hours. Roguelikes are a niche genre, but if you like them, ToME is probably my favorite of the bunch.

Spelunky is a platformer/roguelike mashup that fits in with the 'hard game' discussion you were having. You will die.

Legend of Zelda: Breath of the Wild is terrific. Favorite game in a long, long time.

I also dig the classics from the SNES days. Super Mario World, Legend of Zelda: A Link to the Past, Mega Man X, Donkey Kong Country 1/2/3, Kirby Superstar. Metroid is another, albeit one I never got into myself.

If you want something extremely difficult, check out some kaizo hacks for Super Mario World. Very hard, very frustrating, but very rewarding when you make progress.