I will break down the ones I play most often:
In no particular order
CSGO
Always loved this game, currently got about 800 hours on it I mostly only play arms race as I don't like waiting after dying for the round to restart.
The Long Dark
Survival, collecting resources, no shelter building.
This is a environmental survival game that focuses on winter survival, its pretty it reminds me of how surviving in Canada's winter might be, there are many areas to explore and different levels of difficulty.
Stranded Deep
Similar to the long dark, much more focused on building a shelter for survival, you don't seem to require food or water as often as you do in the long dark. There aren't any big land masses in stranded you just go from island to island collecting resources. I haven't reached the end so I don't know if you can get rescued etc.
Rust
Shelter Building, Tool / Clothing / Edibles crafting, multiplayer and pvp.
Got this game ages ago played for 5 mins decided it was way to beta then. After watching sips play it on youtube I decided to try it again, I like the exploring and building that is on a more detailed level of reality than minecraft. I don't like logging out being in my secure cabin to finding myself naked on a beach with nothing and that my cabin has been blown to bits.
Turmoil
Bought this game because it was an oil and gas strategy game but after playing it for about 10 hours the tech upgrades haven't brought me past the 1920s I like it but it seems hard and repetitive.
No Mans Sky
Space Exploration, finding and collecting resources, building upgrades on your ship, suit and multitool. No Shelter building, No ship building, Multiplayer extremely unlikely, all worlds procedurally generated.
Recently bought this then found out after installing that my GFX card wasn't good enough, hacked together some fix and now its running pretty smoothly at medium settings. I like it, however it is repetitive but ive only put in about 4 hours or so. I read today that the storyline at this point is a waste of time so I will probably end up just exploring things and trying to get most of the steam achievements instead.