I've had a blast with Evil Genius recently. Also, I found the perfect way to go about it:
1) Do not rush to the ending - take your time.
2) Do not, under any circumstances, go to wikis for help. Rather, go into it completely blind and fail miserably a couple of times before getting good at it.
3) Resist the urge to strive for 100% efficiency. Solving crises caused by agents getting through your defenses and raging at the stupidity of your minions pissed me off at first, but then I realized that I felt like a criminal mastermind surrounded by incompetent idiots. Priceless
4) and most importantly - since the game involves a lot of waiting - grab a laptop or tablet and fire up your favorite bond movie to play in the background. I ended up binge-watching almost all of them over the course of the playthrough.