These games aren't necessarily the best or most enjoyable, but they are the most absorbing games I've played:
Crusader Kings II is a game full of details, and 'just one more turn' can mean five or ten more minutes tooling around with armies, plots, and betrothals. Starting as a humble count and building up to conquer a kingdom is greatly satisfying, but it can take several afternoons.
Sim City 4 is great, and I really enjoy just sitting back and watching my intricate machine of a city work. Unfortunately, this means that after deciding I'm done for the day, I always stare at all the little charts of traffic and taxes for another twenty minutes or so.
Civilization V is the classic 'just one more turn' game; there's always one more unit to move or wonder to build. Civilization V is probably one of the most user-friendly computer games I've played, and something about the simple fun of building cities and roads makes the hours fly by. On top of that, there's also the complex fun of fiddling with culture and diplomacy and trade agreements, and there's always more to do.