I like these too. I'll list some of my favorites, grouping them into three categories
Normal game that still has a lot of exploration:
Dragon Quest VIII
* Might and Magic 4-6
*Deep Fighter (I pretty much bought a Dreamcast after buying this and discovering that you couldn't emulate DC games from the original discs. At that, though, I hear Shenmue is pretty explorationy, Ecco has a lot of exploration, JGR has fairly open levels in a sense as well...)
* Space Ranger 2: Reboot (Reboot is bundled with the expansion).
* Hardwar (Dotemu sells it. Have fun digging through the fan patches).
* Arc the Lad 2 (Caveat: Very open ended. Not really exploration themed in the traditional sense but CAN feel like that at times).
* Ultima 4-8. 6 and 7 are the best. 7 especially for exploration. I really like 8 a lot in spite of its flaws.
* Ultima Underworld, especially 1.
* Gothic. Probably 2 moreso than 1 in some regards, less in others. They're both good, though.
* Rings of Power for the Genesis. Shadowrun sort of works too. And Landstalker if you like Zelda though it's not quite as open. I'd also assume the Buck Rogers game that got a genesis port would work, though I never played it much.
* Distant Worlds (Real time 4X; actually places a lot of emphasis on exploration).
* Star Control 2 (You could buy it from gog or get the freeware version that's been around for years and runs better anyway ((hint: get the freeware version)).
* STALKER. Especially Call of Pripyat. So fucking especially Call of Pripyat.
* Anything King's Field, really. Probably KF4 and Shadow Tower more than the others.
* Starflight 1 and 2 (Recommend the Genesis version of 1; PC versions are a lot cheaper and easier to get thanks to gog).
* Realms of the Haunting (Adventure Metroidvania FPS thing. Not exactly open-ended, but I think you'd like it).
* Omikron: The Nomad Soul (I am the only person that liked this).
* System Shock 1.
* Less explorationy per se but Vampire the Masquerade: bloodlines gives a similar feel. You'd probably like it.
* Raw Danger and Disaster Report might be to your liking.
* Contact, sort of.
* Powerslave is a metroidvania FPS, but only for the PSX and Saturn versions.
* Exile, which is an awesome Metroidvania for the Amiga/C64/BBC.
* Alien Logic: Skyrealms of Johrune (I keep thinking I'm not entirely sure where my copy is. Hm. Need to confirm location of it).
* Unreal World - Finnish survival RPG. Shareware for PC. Focus IS on survival, but exploration plays a big role in not dying.
* Sub Rebellion - Apparently sort of a prequel to Deep Fighter in terms of gameplay but the story stuff is majorly different. A lot more open-ended and trading based.
* Captain Comic 2 is an old PC Metroidvania that I like a lot. I BELIEVE it was released as freeware but you'll have to search yourself.
* Everblue 2
* Yet to play it, but apparently the first tomb raider game/the remake of it are exploration platformers more than anything.
* Pikmin 1, 2 (borderline -- 2 is more explorationy than 1, 1 is more RTSish in some regards).
* Jak and Daxter 1. Haven't played the others; apparently they're more shooty.
* Metal Saga (It's an RPg but the main thing is almost entirely the exploration).
* Shadow of the Colossus.
* An Untitled Story - http://www.mattmakesgames.com/
* This freeware thing: http://www.gog.com/en/gamecard/treasure_adventure_game/
* This other freeware thing: http://mercenarysite.free.fr/merce.htm
* The original colossal caves text adventure actually does this really well. It IS archaic in a lot of ways, but it's kind of refreshing compared to more modern IF which is either really literary or... really linear puzzle-oriented stuff.
* Myst series. I especially love Riven and Uru.
Pure Exploration (No real gameplay per-se, just virtual tourism if you will):
* Aquanaut's Holiday (I didn't like the sequel as much. It had separate seven seas, but they were all fairly small and felt smaller because they weren't nearly as connected as the original games huge, open sea).
* Anything Nifflas does, really.
* Tr3s Lunas. It's freeware but idk if Mike Oldfield is still hosting it so you might have to prod around to find a download mirror.
* Noctis. Also freeware. Pretty cool space game. Wonky to get running properly. http://anynowhere.com/bb/layout/html/doors/local/frameset_noctis.html