I'm a huge Catan fanboy. I have all the expansions + a historical Catan + the space version (my 2nd favorite Catan) + the card game (and the expansions for it) + the imported Catan book (fan made scenarios and a history of Catan).
I would have gotten 3D Catan...if it wasn't so outrageously expansive (was around $300).
Other than the Catan series, these others have made an impression:
Last Night on Earth: The best thing about this game are the characters. They are stereotypical characters that you would find in many of the campy zombie movies such as the cheerleader, the jock, the sheriff, etc. These characters have personality which is lacking in many of the zombie games in existence. The scenarios are also awesome such as trying to find a can full of gasoline and making your way to a truck before the zombies take you down. Finally, I like that it has a dual adversary as well as a cooperative element to the game (the zombie master vs the players and the players really need to cooperate if they want to survive). Someone on Boardgamegeek even made a Buffy the Vampire Hunter variant.
Jambo: A card game with a simple premise of you and your opponent being an African merchant owning a stand in the beginning. You must buy and sell wares and the first player to accumulate 60 gold is the winner. You use utility and people cards to help you achieve that while using animal cards to hinder your opponent. One of the best 2 player non collectible card game I own.
Pillars of the Earth: . My first and only worker placement game. The board itself looks like a painting. I like the multiple paths to victory, the way player turn order is determined, and how each game is different depending on number of players and the semi random way the cards show up during play.
Colisseum: You try to put on the best performance and theatre you can for the Roman masses. It has elements of bidding (you bid the marterials necessary to build the performances), elements of building (like expanding your colisseum, putting on a bigger performance), and resource management (need money to bid and buy stuff). I only got to play this once and it made an impression because I was ahead a good portion of the game yet the guy placing last throughout the game pulled off an amazing victory.