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Tons. MOO 1/2/3, SOTS 1/2, Distant Worlds, Stardrive 1/2, GalCiv 2/3, and Endless Space jump to my mind immediately. Sins of a Solar Empire is more of an RTS, but I've played plenty of that too. Never got around to Aurora or the Space Empire games though.
 
Space Empires were really well done despite effectively being indie games.

Aurora 4x might as well be called Attack of Excel but the extreme detail in terraforming, ship customization...I mean you design your own missiles, and can have missiles shooting missiles shooting more missiles.
An early strategy instead of building a scout is to build missiles thst launch sensor buoys.

It is basically Dwarf fortress IN SPAAAACE when it comes to levels of detail.
 
Tons. MOO 1/2/3, SOTS 1/2, Distant Worlds, Stardrive 1/2, GalCiv 2/3, and Endless Space jump to my mind immediately. Sins of a Solar Empire is more of an RTS, but I've played plenty of that too. Never got around to Aurora or the Space Empire games though.

All of them including Aurora and Space Empire 3/4/5. Plus many many more, even played stars many moons ago. A few gems floating around with too many bad ones in recent years. Armada 2526 and Lost Empire were pretty solid also. Although things like Legends of Pegasus had some great features and innovative ideas, the devs unfortunately were unable to deliver.
 
GalCiv 2 & 3, mainly 2. I've bought 3 out of loyalty but expect Stellaris to totally outclass it in every way.
 
All of them including Aurora and Space Empire 3/4/5. Plus many many more, even played stars many moons ago. A few gems floating around with too many bad ones in recent years. Armada 2526 and Lost Empire were pretty solid also. Although things like Legends of Pegasus had some great features and innovative ideas, the devs unfortunately were unable to deliver.

Yeah, Armada 2526 wasn't bad. I forgot about that one. I remember it doing a few things quite well.

Don't get my started on Legends of Pegasus though. Man, I was so hyped for that game. I was especially looking forward to the single player campaign they promised where you started on a small map with a few systems that then got progressively bigger and bigger as you completed story missions while allowing you to keep your old colonies, ships, and tech. Such a disappointment.
 
all of the ones already mentioned, exepct aurora 4x (gonna look that one up) + galactic Imperium II (really liked they way they handled supply and ships ranges. within the supply of a planet a fleet could do everything getting outside this supply the sensor range started to drop creating a 'natural' range of ships. this plus there patrol and interception mechanic was really good)

I am a huge 4x nerd. had high hopes of Sots II but they were misplaced, but i still play sots I with mods.

also although different kind of strategy:

Homeworld 1/2
nexus: jupiter incident

loved those also
 
Master of Orion 2 was and still is the best space strategy ever created. Many others came close, but no one managed to make anything better (even the creators of Master of Orion 3...).

Other fun games include: Sins of Solar Empire, Sword of the Stars (too bad that the 2nd one just ISN'T FUN... it was supposed to be the chosen one! )

GalCiv, Endless space... those are fun, but only for some time, then you are bored with them. Once you've one them twice, there is no point in playing.