Looking for a game along the lines of X3, The Guild 2 and Mount and Blade

An rpg/sim type game where you start from practically nothing and build up an empire, with multiple roles to take. It can be past, present, future, space based, anything. What games come to mind?

bump for great justice?

Paradox Strategy Games? If you can get past the curve in X3 you should be fine for EU3 or HoI3.

I don't know... X-com 1 & 2? Fallout 1 & 2? Jagged Alliance 2? UFO Afterlight? Port Royal 2? Civilization?

Deus Ex? Alpha Protocol?

You're asking for a pretty specific gaming experience and the three you've played are the main ones I'd mention. EVE is a good alternative to X but that's a very long term game.

Evochron Mercenary perhaps?