I've had lots of fun with a few free print-and-play dice games. The rules and game boards can be printed out for free, though you'll need to provide your own dice (obviously). Here are a few good ones that I keep coming back to:
This dice game depicts the attack on Normandy Beach on June 6, 1944. You start with a few soldiers and a printout of the beach divided into sectors. Roll dice to recruit more soldiers, recruit specialists, gain courage (allowing you to advance), and so on. It's a lot of fun, and actually quite difficult to beat. I won the first game I played, and I haven't won since!
In this game, you play the role of the leader of a posse escorting an outlaw to his trial in Reno. By rolling dice, you gather food, mine for gold, move toward Reno, and fight any outlaws you encounter on the way. There's a lot to like about this game, and it plays in about 20 minutes. It's a game that falls into that "Just one more time!" category.
One nice thing about both of these games is that there are several different scenarios available, and new ones come out periodically. Just follow the links above to their respective pages on BoardGameGeek.com, and check out the "Files" sections for the rules and downloadable material.
P.S. - If you enjoy these games, it might be worth your while to laminate the player sheets. That way, you can use dry-erase markers and simply erase when you're done. No need to keep printing the game boards over and over again!