Honestly, I couldn't get through the tutorial of X3:Reunion. :p I just didn't get it. X3: Reunion is on Steam for 9.99 USD, though.
I think you should try out Novalogic's Tachyon: the Fringe (Also on Steam for 9.99 :p ). It's not open ended like Privateer or Grand Theft Auto III, but it's a...