Gads... there are so many awesome board games out there these days!
I'll say my favorite is Race for the Galaxy (or it's simpler version, Jump Drive).
You are building up an economy, and your resources are the cards in your hand. So each turn you get to weigh between what cards you save to build and what cards you spend as currency to build things. Also each turn you've got to be adapting your strategy based on what cards you drew. It prevents you from falling into the same strategy each round. There are lots of different branches to take to earn points, and my favorite part is everybody takes their turns at the same time, so a 6 player round will go just as fast as a 3 player round.
A close second is Above and Below.
Another one where you're building an economy, but you're building up a village. You assign your workers various tasks, and each round take some of them on an expedition to explore the underground. Each time you do this a story is randomly chosen from a book and you've go to make a choice between 2 or 3 options. It throws a fun measure of roll playing into it.
And my third: Saboteur.
It's a tunneling game, trying to find the gold vein. The problem is, one of the players is a saboteur and doesn't want you to make it to the gold. They also don't want you to figure out who they are. On top of that, whoever finds the gold gets the biggest share so everybody is still competing against each other. It's a fun 10 minute game that you play in 3-5 rounds and total up the score between those rounds.