I think HeroQuest counts I think my first real nerd boardgame was the Dragonlance board game. I still have it and it was a bit complex and rules are a bit shaky but it was cool.
That and Warhammer Fantasy Battle
I have Advanced HeroQuest if you feel like getting all nostalgic
Advanced Heroquest was much better than Warhammer Quest (which was just silly). Heroquest was my first game (before Chaosium bought the rights to use the name for what was essentially Runequest).
After that there was a lot of Fighting Fantasy books, Lone Wolf books, most of the Way of the Tiger books and the Golden Dragon series of gamebooks by Dave Morris and (I want to say Oliver Johnson but he might have been mr Morris's co author on the Way of the Tiger books instead).
Eventually a friend produced the old "purple box" including some Advanced D&D 1st edition character sheets, some sheets of white paper someone had drawn out large dungeon sections on in thick black felt tipped pen at roughly miniature scale, some basic character sheets and, of course, B2 - Keep on the Borderlands.
He also had the old Black Box edition of Traveller knocking about but we never enjoyed that as much. Over the next few years a lot of old issues of White Dwarf and second hand miniatures began turning up at local car boot sales. Another friend came across the AD&D 1st ed player's handbook at one of these car boot sales for £3.50 and snapped it up. For the next 2-3 years I began running games using the basic purple box as a makeshift monster manual & dmg while I saved up my pocket money for the 1st ed hardbacks. The 2nd edition books had come out 2-3 years ago but they cost £20 each whereas the 1st ed books cost a tenner each in a little model railway shop just around the corner from the place selling the new stuff (both of which were a good 15-20 miles away from home so money was saved dilligently then trips were made).
I've got to say my favourites to date would probably be Warhammer Fantasy Roleplay, Runequest & Dragon Age. Unfortunately everyone seems to just want to play one version of d20 or another.