I enjoy playing "thinking" games, RPGs and roguelites on insane difficulties.
XCOM 2 (with LWOTC Mod)
http://store.steampowered.com/app/268500/
Hearts of Iron 4
http://store.steampowered.com/app/394360/
Star Citizen
https://robertsspaceindustries.com/
RimWorld
http://rimworldgame.com/