Civilization 4 Beyond the Sword
Despite strong competition from other strong contenders, if you told me I could only have one game for the next year, Civ4 BtS would be it. It's not that it's a superb game—thankfully there are plenty of those—it's that it has these extras:
World & Maps
Open World—make the map as big as you like, up to full Earth if you wish. My fav part of Civ4 is the first half, where you're discovering the map layout, resources and other [AI or human] players—all necessary before you can finalize your strategic path to victory. If you're shy, try an Islands map; bloodthirsty, then a crowded Pangea will provide grist for your mill axeman.
Never the same game—the map is generated anew every new game. If that sounds good, leave the Map settings on Random—are you on an arid tiny map with one opponent, or a huge multi-continent jungle-heavy layout with 12 opponents? Leave opponents on Random too, so you have no idea what Leaders—and therefore, probable opposing strategies—you're facing each time.
Mods
Great mods—there are tons of mods, broadly split between the majority which modify gameplay and those which provide QoL improvements without changing play. The one I use is the QoL BAT/BULL modpack which combines a bunch of UI enhancement mods.
Some mods change the game completely to an unrecognizable degree. If you like Civ4 but never ventured into mods, give it another shot with one of these:
Rhye’s and Fall of Civilization—many players' favorite.
Fall From Heaven II—the other candidate for everyone's favorite, fantasy based.
Dune Wars—yep, Frank Herbert's Dune!
Fallout: Tame The Wastes—Fallout fans, this one's for you.
Caveman2Cosmos—maybe the biggest modpack of all.
Realism: Invictus—or is this the biggest?
Star Trek—guess what…
Planetfall—for fans of Sid Meier's Alpha Centauri.
ETA: I also play with the 'Full of Resources' user-made map which allows for a lot of fine-tuning resource levels—I usually bump the default up by a simple percentage, 20-25% is good, to speed up the early population growth & economic development.
Customizability
Select Custom Game and you can modify so many things in-game. World size, map type, number of opponents, specify your & opposing leaders, eliminate some gameplay elements like Espionage & tech trading, speed/length of game, victory conditions, difficulty level, and on and on. Example: there are 9 difficulty levels!
Are you a warmonger? Choose a map type, number of opponents and victory conditions to suit. If you're the opposite, turn on the Always Peace option and seek to win via economic or scientific or cultural or diplomatic means.
It truly is nuts how much you can customize the game—and that's all before delving into the mods!
Conclusion
If you haven't played before, make sure you get a Complete version—you want the BtS expansion, which put the icing on this great cake.
The Complete versions of Civ5 and Civ6 are also great games, and many prefer one of them—so look into the differences before you make a choice. You can get 4 & 5 quite cheaply these days in sales.
If you want to read a lot about the games, strategies etc, or just want newbie help and advice, visit the CivFanatics forums—they are a superb resource for all the Civ games.