Currently playing: Pirates! (2004) - Boy have I been waiting for this - I'll be back when I run out of Rum.
Civilization 3: Conquests - The final expansion for Civ3, and well worth the money IMHO.
Patrician 3 - Despite the fact that it's basically just Patrician 2 with a 2-years old add-on, i'm enjoying it thoroughly. Hats off to German efficiency and Ascaron Software in particular.
Currently Anticipating Civilization IV - I'm pretty confident it's going to be more CIV than ever... :)
and finally If you get in the mood for a mod for Civ3, check out the Double Your Pleasure mod (which I'm also, coincidentally, involved in the making of).
Or go to www.cdgroup.org for an excessive amount of mods for Civ3 and other games. It's the place where games and creativity collide :)