You asked for it! (Though I think I may have done this before.) My favorite game of aaaaaaalllll time (excluding MMO's, which are more about the people I play with than the game itself) would be
This is a space rags-to-riches game that's pushing toward "sandbox" but isn't quite in that category, IMHO. There are storylines to follow - fairly big ones, in fact - but they're pretty different than in an RPG that keep you more-or-less constantly engaged with some side quests to provide some variety. These quests will often leave you with something like "come back when you have five freighters full of iron ore" when you've only got one freighter and only enough cash to fill it half way up. You're expected to spend the next 10-20 hours figuring out how to get those freighters all by yourself. While these quests do certainly add a much needed narrative (and sometimes tutorial elements) to the game, their main purpose seems to be more like that of trail markers in the big sandbox, giving you goals that will lead you toward building up a mighty space empire.
I should get one thing out of the way right at the start: this is a BIG game that requires patience and a willingness to learn several game systems. Plenty of people aren't going to ever be interested in a game like this. When you say you want more depth, you mean games should get off the continental shelf, not the fraggin'
Mariana Trench! Fine, check the pretty screenshots and move along, this isn't a game for you. Many others will be very interested but just don't have the free time needed to play something like this. Also fine. Note the funny "X Series" name and try to remember to look it up when the nest gets emptied out. See you in X5 or 6. If you've got the time to invest, though, this game is really something special.
Setting
Space is divided up into
many sectors. Each sector is a block of space that's connected to other sectors via jump gates. Different sectors have different resources, different space stations, may be filled with thick nebula clouds, and could be owned by one of a few existing races. They have different music and skyboxes that may show planets or other interesting space things, but those don't have any effect on game play.
(Terran Tyr M2 Destroyer leaving a gate)
The different races all have space empires of their own, complete with their own ship types and weapons. Pirates typically use ships from the races around them only with crazy paint jobs but the Yaki faction actually make a bunch of their own. This gives rise to a huge variety of ships and weapons in the game. And, surprisingly, if you do a few jobs for these factions, they'll let you buy them! Try doing contract work for the US government and see how they feel about letting you buy a fully operation tank from them, never mind a battleship!
Besides the pirates, there are also a couple of "evil" races in the universe: the Xenon and the Kha'ak. Both are machine races and, unlike the pirates, there's no reasoning with them. Naturally, they also have their own ships and weapons.
Moving around the galaxy is done via the gate system at first. However, driving from one corner of the map to the other can take a long time. There's a couple of things to help with this. The first is the SATA system, which is pretty straightforward: you turn it on and the game plays 2 to 10 times faster than normal. The second is the jump drive and it comes a bit later. That lets you jump directly to any jump gate that you've discovered. It costs a bit each time you use it but it sure does get your fleets to a battle fast if every ship has one.
What to do for Step 2
So you start up the game and complete Step 1: pick your starting option, get handed a ship, and go through a quick tutorial on how to fly it. Step 3 is, of course, rule your newly founded space empire that you built using your starting ship as the seed. What are you actually doing in between? There's quite a few options:
Hire yourself out to defend a base from attackers.
Follow a ship to see where it goes (probably a pirate base).
Ferry passengers from station A to station B.
Buy stuff from station A and sell it for a profit at another station. (You'll want to set up some satellites to keep track of prices at various stations.)
Tell another ship you own to buy stuff from station A and sell it to station B.
Pay somebody to fly a trade ship around buying from some stations and selling to others.
Use a very large trade ship to place a station somewhere.
Buy your own station and tell your traders to sell what it makes for even more profit while other traders by the raw material to make the goods.
Buy your own raw materials station and link it into your other station to make even more profit.
Deliver a ship of a certain type to another station.
Shoot up small ships until the pilot bails out then take their ship and (possibly after repairing it) sell it off.
Hire marines to capture bigger ships. Train the marines (a lot) and you can capture bigger war ships! You can then either keep the ships for yourself or sell them for a whole bunch of cash.
Find abandoned ships. These are pretty rare and not very big but are sure nice at the start of the game.
You'll likely be doing a lot of these. Some of these get a bit dull but, as the game goes on and you come to own more ships and stations, you'll find yourself spending more and more time managing those. Doing a dull passenger missions is a nice way to make a little extra money while still giving you time to deal with errant trade ships and pirate attacks.
The simple act of outfitting a new ship can be quite a task, too. When you buy a big ship, it doesn't come with any weapons. You'll need to buy (or otherwise acquire) your own. Missiles, torpedoes, and weapons that require ammunition aren't going to be of much use for very long if you don't have some way of keeping supplied. This is definitely not the kind of game where, when you get a lot of extra cash, you simply upgrade to a ship that's 50% bigger without a thought!
Modding
There's a strong set of mods for this game! Some... less patient folks have made mods so the game is not so much "rags to riches" as "designer jeans to riches" or even easier. Others have added ships which would get Egosoft sued into oblivion...
(from the DDTC mod, which no longer appears to be available)
Terran Conflict is actually the second X3 game. X3: Reunion was the first game but I haven't actually played it. As I understand it, X3:TC is a bit more advanced so I don't see much reason to play it. X3: Albion Prelude showed up as I was finishing X3:TC. It added even more to the game and, from the looks of the store page, added quite a bit more after I left as well.
Following X3 was X: Rebirth. This was a bit of an odd bird as it actually has a main mission that keeps you engaged a lot more. It was also a complete re-write of the game's engine. Egosoft's games have always shown up in a fairly weak state which they then patch up over the course of a few years while also adding more content. This one, however, showed up in a state that was nearly unplayable, never mind fun. It took them a good year before the game started to get good and, even after two paid DLCs, it still had some nasty bugs and a small talk system that's an absolute horror. Mods to Rebirth have helped out quite a bit but the fans, many of whom bought on day 1, felt really burned.
X4 is the current game. It's about to release its second DLC and is getting far better reviews than Rebirth. I haven't played it yet but I plan to soon!
X3:TC can be bought along with Albion Prelude for $20 even when there isn't a sale on Steam.
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