Boy have I got the game for this question. Absolutely free. Dwarf Fortress.
http://www.bay12games.com/dwarves/features.html
Dwarf Fortress is the most complex simulation game out there right now. You start with 7 dwarfs, and you must find a site on a randomly generated world (complete with a full 1000+ history) and embark you little crew. You mine out mountains to create farms, buildings, and a self sustaining economy. You have politics, military, sieges, infrastructure, farming, and even the mood of your dwarfs to maintain. Dwarf Fortress even renders a realistic weather model! The only thing it doesn't have... graphics.
On its own, the game has nothing in the way of graphics. There are several tile sets, visualizers, and shells that try to make up for that problem. But neither of these are up and working for the new version.
http://www.bay12forums.com/smf/index.php?topic=43260.0
http://www.bay12forums.com/smf/index.php?topic=39541.0
You're going to need the video tutorials, or some other tutorials if you want to even have a shot in this game.
http://df.magmawiki.com/index.php/Main_Page
http://www.youtube.com/user/captnduck
Here's the file repository that contains updated graphical repacks you might want:
http://dffd.wimbli.com/category.php?id=18
And if this game just isn't your ball of yarn, check these 3 out:
http://www.freecol.org/
http://freeciv.wikia.com/wiki/Main_Page
http://www.c-evo.org/
If you don't like the turn based game-play of those three, wait while this little gem is developed further:
http://unknown-horizons.org/site/
All of these games are free. I can vouch that none of them contain viruses, add-ware, or any sort of malware. Some of them might ask to get by your firewall (not Dwarf Fortress) to be able to play online with other people. But thats about it. Have fun with these incredibly complex games. If you can handle them.