Reiner Knizia's Ingenious has one of the simplest rule sets of any game I have ever played. Five minutes out of the box, and you're playing a game with 1, 2, 3 or 4 players. For someone used to sitting down with a good rule set like others sit down with a novel, this was a pleasant (if reluctantly accepted) surprise.
Though its rules might be simple -- place your pieces on the board, and score points for similar symbols in any straight line out from the symbol -- the simplicity masks a depth of play that reveals a little more of itself each time your opponent screws you over or you screw him over without actually realizing you were doing it. The slow, but steady emergence of subtle strategies is the hallmark of a good abstract strategy game and the constant player feels rewarded.