I'm kinda a simulator freak. For racing sims, I'm into LFS, GTR2, GTL, GPL, RBR.
For Trains, I have MS Train Sim and Trainz 2006. Trainz looks better and has alittle more features (e.g. engine control and a few other things), but MS Train Sim has actual routes. And the routes are longer and more involved. Plus I think MS Train Sim has a better selection of engines.
For Flight, I was a huge FS9 fan. So it's expected that I bought FSX (Deluxe Edition, of course). And now I'm finding myself dumping gobs and gobs of all my money into my computer just to get the damn thing to run it smoothly with sliders right (I've got a couple 8800Ultras to throw in when I get around to it)! I've also slowly am trying to get into Lock On. It's a cool game, once you get used to it and the controls. I got it with a three pack which included it, IL2, and Pacific Fighters. I have yet to play those, I guess I should. I also have MS Combat FS3, which I wasn't able to get to work when I bought it, so it's been collecting dust.
For War sims, I was a huge Operation Flashpoint fan. So of course, I had to get Armed Assault. But I've been having problems with it crashing, so I haven't been playing that much.
I also for some reason have Ship Simulator. Though it kinda sucks since you can't really do anything in it. I bought this because, like I said, I'm kinda a sucker for simulators.