I'm not sure how many of you even played this gem of a game back when it was first released, but as a kid I put so many hours into this game. Transport Tycoon is a sim city style game where you're generated a map and you start with nothing and have to build yourself a transportation company, you can either focus on Passengers from towns or goods from areas to other areas. For example Coal from the Coal Mine gets delivered to the coal mine. All of this adds up to your profits and your company value increases over time. As the timeline heads upwards more trains/better vehicles/planes/boats will become avaliable to your company with you being able to get exclusivity deals often on newer vehicles which could be the edge between you or another company getting the most profit from an area.
I've heard about OpenTTD before, but it's an open source version of Transport Tycoon Deluxe, it takes a few seconds to download and less than a minute to install and best news of all, is it has Multiplayer! Winckle has been nice enough to host us a server on the pcsupremacy.co.uk servers and I invite anyone to come and play. I'll reset the map when we a few people join so we can all start from the same place as I've kind of monopolised the map right now. Anyone is welcome and it's not difficult to join. You just search for pcsupremacy.co.uk and sign right on in.
To start, you go to the face icon at the top as shown below and set up your name, your company name and colour and also the avatar you want to use, then it's all up to you what you do next! I personally always start off with bus routes and a train to get my profit going and pay off all the starter loan, then the money flows in. I reccomend you look at the wiki and also some tutorials to work out exactly what to do, but it's a lot of fun and it's going to be a blast if people play it online together as people can't cheat but the AI can.
Where to click to start your company, it might be slightly different on Multiplayer but I wasn't going to start a new map to find that out.
Beginner Tutorial (You want to do this on Multiplayer not Singleplayer however): http://wiki.openttd.org/Getting_Started
Staydead had a good point