My very first 4X game was Reach for the Stars, 3rd Edition. It was probably my favorite computer game until I bought Sid Meier's Civilization.
I currently have installed on my harddrive:
Master of Orion (haven't played MoO2), Reach for the Stars (current Version), Sid Meier's Alpha Centauri/Alien Crossfire, and SE IV.
Games that aren't on the HD any more:
Civilization II, Star Wars: Rebellion, Birthright, King of Dragon Pass.
(All the non-space games might technically not be 4X, but they're still empire management, so I included them.)
All of these had their strengths, and the only one I'd hesitate to reinstall if I had the HD space for it is Rebellion, mainly because it's the only real-time game in the lot, which made it almost unplayable for me.
The one I play the most now is SE IV, with SMAX in second place. I rarely play MoO or RftS, but there are other non-4X games on the HD that I'd uninstall before those.
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Cap'n Q
My first mod!
Hypermaze quadrant
The most merciful thing in the world, I think, is the inability of the
human mind to correlate all of its contents. We live on a placid
island of ignorance in the midst of black seas of infinity, and it was
not meant that we should go far. -- HP Lovecraft, "The Call of Cthulhu"