For the record, I think strategy games in general tend to make good use of rationality skills (whether or not they help develop new skills that can be applied elsewhere). I'm okay with linking particularly good ones on Less Wrong, but I do think it's better not to refer to them as "Rationalist Games"
Disregarding for the moment the question of whether video games are a rational use of one's time:
Frozen Synapse is a turn based strategy combat game that appears to be particularly interesting from a rationalist standpoint. I haven't played it, but according to the reviews, it's actually a combination of turn-based and real-time play. Each turn encompasses 5 seconds of realtime, but that 5 seconds of realtime doesn't happen until both players have constructed their moves, which they may take as long as they'd like to do. Constructing a move involves giving your several units and your opponent's several units commands, watching what happens when the units play out those commands, and repeating that process until one has a set of commands for one's units that one considers optimal given what one predicts one's opponent will do. This happens on a procedurally-generated battlefield; there are reports of this occasionally giving one player or the other an insurmountable advantage, but the reviews seem to indicate that being able to play on a fresh field each time and having to think about proper use of its layout on the fly outweighs this issue.
Also, the game came to my attention because there's a Humble Bundle available for it now, which means that it can be acquired very nearly for free; just ignore the 'beat the average to get more games' hook.