There are a couple of things that make these games so good. Firstly, they're extremely well balanced - unlike Monopoly, it's rare for one player to pull ahead to the point that it's impossible for anyone else to catch up with them.
Secondly, they tend to come to an inevitable conclusion - a game of Settlers will virtually never last more than an hour and a half due to resources / space on the board depleting over time. I've had games of Monopoly last 6 hours or more, by which time everyone is fed up and wishes they'd never started playing.
So yeah, I've mentioned San Juan; Citadels is similar and conveniently is playable for 2-8. If you're a group of programmers then Roborally is fantastic (just ignore the life tokens).
You score points if you complete the route. You subtract tat route's points if you do not complete the route.
Thus, taking extra cards is a gamble - do you gain 12 points for completing a route or lose 12 points for not completing a route?
In playing with 3 or more people, the way to deal with a front-runner is for other players to deal their way into also competing.
I had super-long games of Monopoly as a kid lasting multiple nights, but it was because we were doing stupid house rules, like rewarding people for landing on Free Parking, keeping the money supply way too high.
I'm not holding up Monopoly as the greatest game ever; "technology" has improved and board games should as well. (Here's one rule change to speed up end-game: after all properties are bought, cut the $200 salary to $100.) But a lot of the abuse it gets is undeserved, so I feel compelled to defend it.
Also, Jungle Speed, Cockroach Salad, Halli Galli are pretty fun speed games. Tokyo Train is a classic for four people as well.