Jumping in WAY late on this, but I figured I'd add my 2c.
For me, strategy games are the way to go. Pretty much everyone has heard of the Civilization series, which doesn't have a steep learning curve but is at least harder than most games to master. Also, another great game (which I personally like more than Civilization) is the Space Empires series. Space Empires V is the newest and a great game. Takes a while to get used to it and really get yourself into the groove, but once you do you'll be wiping out your enemies in the furious light of their own star, ignited by your newly researched star destroying component. Or wipe them out with a series of plague bombardments, convert their star into a black hole, land invasion parties, etc... Whatever you're most comfortable with.
The SE games for me were so complicated and detailed with such a level of micromanagement that I became unable to play without nearly ever minister turned on. The only thing I could do better was design ships, research new tech, and explore systems (SEV explore AI sucked balls, but I usually let it do it's thing anyway, as I didn't care enough to eck out those last two turns worth). I also did the politicing, even though I was probably terrible at it. I tried to make alliances with everyone because I hated combat on a tactical level, even though I was much better than the AI for the most part (for example, I once had the AI crush half of my own fleet with a baseship, oddly even though the baseship itself was essentially derelict and missing most of my other ships I still won the fight. I did have to quick-build and quick-fly a repair vessel in to fix the damage the AI caused (the baseship was SUPPOSED to have enough sheilds to tank
anything as it had 3000 sheilds and could regen them all in 6 seconds, followed up by 10,000 points of organic armor which ALSO repaired itself) and then had 4 repair bays to take care of the rest of the fleet--however, colliding with 5 cruisers did a number on it, I think there was only a couple of inner-level components left: life support, crew quarters...had no movement, no shields, and no armor to speak of and I still managed to get a repair vessel in before my weakened fleet deep in enemy territory was attacked).
TL;DR: I dislike most of the SE series games in a number of aspects, but love tech, building ships, and duking it out, but games take too long (I actually won an SE3 game by conquest once: took me three months) and there are vital aspects to the game I don't enjoy doing.
I don't know if it's learning curve is step enough for you but Wizardry 8 is great too, Wizardry 7 is even better.
One of these days I'll get a group through 6, 7, and then 8 just to have done the whole trilogy (yes, all three are linked, story wise) but 6 is just too hard as a game (not learning curve wise either). 7 also annoyed the crap out of me when I played as I could never figure out what the F*ck I was supposed to be doing and frequently ended up in places where the monsters were too hard to kill. This happens in 6 as well, and only one place in 8, as the monsters outside the monastery are leveled for your
return trip from Arnika, not your outbound one.
Oh, I also played about 6/10ths of the way through Wizardry 1. That was a b**ch. You played that game
one room at a time: in, back, in back, in back, kill, in back, in kill, run to town, raise/recruit, in back in back....
(A room I define as a singular location, as it was tile-like and there was no inbetween anythings, if you ventured four tiles in before you saw a monster you were f***ed).
Galactic Civilization...
I remember playing the game. I don't remember a damn thing and I don't have it anymore. All I remember is building a ship or two and...nothing. I must have been so disappointed by the real game play that I up and uninstalled it within an hour of installing it.
Civ 4 likewise didn't challenge me, I played 3 games on increasing difficulty (I think) and always beat the clock for building a rocket ship (by at least a turn) and was always stomping all over my enemies with massively advanced tech (one game featured a climatic battle between my Apache Helicopters and....feudal Japanese Samurai...)