Lords of Scotland is a fiendishly tricky game that appears simple at first. It's very quick to teach, but there is both strategic and tactical aspect to it and many non-obvious paths to victory. Beware of high player interaction (some people like it, some are hurt). It's rather chaotic in higher player kinds, you need to appear relatively harmless to win.

Tigris and Euphrates is an old classic that has very few tile types to place, but they result in complex outcomes. I can't say very much about it because I only played it once on a game show, but it's on my to-buy list.