Hmm, kinda surprised no one mentioned Dwarf Fortress. Used to be closed-source and Windows-only, but is now partially open-source and runs on Linux as well (due to the nature of the game, a ton of Linux-users love it).
The graphics aren't amazing, of course, but it's ironically one of the most cpu-intensive games I've played :p. In fact, I think if the game had amazing graphics the developer wouldn't have spent as much time on the awesomeness elsewhere. It can be difficult to play, though (and not due to graphics). Ever seen that nifty learning curve image?
Challenge accepted, right?! Just a bit of warning, play this with plenty of spare time :cool:.