I would go for Chess. No prior set-up, its all in your game. A very complex game stripped of any unnecessary fudge, just pure strategy. Im sure your already familiar with chess, but yeah me and my woman play it all the time, quite evenly too, shes got her own thing going

You can usually buy a nice enough glass set at your local Family Dollar or somewhere similar for 5 or 10 bucks. Happy gaming to you.