I have only recently discovered settlers; it's pretty good, but unfortunately the person I know who owns it isn't..."favorable" company.
I also agree with hearts. Hearts is good. If you're on your comp, might as well try free cell, its fun. Or minesweeper. But I digress.
Risk has always been a favorite, but I requires a lot of time and players who are patient enough to commit. I have only played Axis and Allies once, and I loved it. Unfortunately, I never finished my first game; As the USSR I conspired with the axis and made a coup against my former allies, who didn't approve and decided that it was against the rules. The ensuing argument ended the game *sniff sniff*.
Stratego is fun, don't know how common that game is. Mastermind is ok.
I also once played a board game called Zombies, which I have since been unable to find in stores. I think it is a Wizards of the Coast game; you could try there.
Speaking of WotC, I used to love Magic: the Gathering. But that's not a game you just pick up all of a sudden. Unless you have recently won the lottery and are just aching to spend your cash, I wouldn't recommend getting MtG cards. Better to find a friend who already has some.
Um...I can't think of any more.