Dwarf Fortress is awesome. Unfortunately, it has graphics akin to the Matrix throwing up and a learning curve that is a little... steep.
But never fear! Those of you who read Penny Arcade probably already know about this awesome tutorial, complete with spiffed-up graphics and a world ready to walkthrough. Soon you'll be burrowing, building and getting eaten by carp with the best of them.
Try it! Losing has never been so much fun!