Moo3 is a shareware now

[Erax]

Old games, mostly. MoO2. Master of Magic (if you can get it to run on W95 or later). SMAC. Emperor of the Fading Suns. The X-Com games. The 'General' series by SSI (except Star General, avoid that one). The Battle Isle series. Jagged Alliance.

Ok, so most of those aren't 4X games, but they are all good strategy games (and some of my Favorites). You can probably get them real cheap too, since some of them are quite old by now.