Xcom and clones:
X-COM: Ufo Defense(aka UFO: Enemy Unknown) obviously...
UFO: Extraterrestrials
Other squad turn-based:
Incubation
Ball bullet gun(snes, fantranslated from japanese)
Front mission(snes)
More strategy turn-based combat:
Battle for Wesnoth(freeware)
Fantasy Wars
Ogre Tactics(playstation, final fantasy tactics is a clone of it, so is fire emblem really)
Lufia 1 and 2(snes, again similar to ogre tactics)
Bahamuth lagoon(snes, again similar to ogre tactics)
Other:
Starship Troopers(really fun, but real time, squad based, no pause bar, you can pause, but cannot give orders when paused)