We propose new models of an 'affine' theory of gravity in D-dimensional space-times with symmetric connections. They are based on ideas of Weyl, Eddington and Einstein and, in particular, on Einstein's proposal to specify the space -time geometry by use of the Hamilton principle. More specifically, the connection coefficients are derived by varying a 'geometric' Lagrangian that is supposed to be an arbitrary function of the generalized (non-symmetric) Ricci curvature tensor (and, possibly, of other fundamental tensors) expressed in terms of the connection coefficients regarded as independent variables. In addition to the standard Einstein gravity, such a theory predicts dark energy (the cosmological constant, in the first approximation), a neutral massive (or, tachyonic) vector field, and massive (or, tachyonic) scalar fields. These fields couple only to gravity and may generate dark matter and/or inflation. The masses (real or imaginary) have geometric origin and one cannot avoid their appearance in any concrete model. Further details of the theory -such as the nature of the vector and scalar fields that can describe massive particles, tachyons, or even 'phantoms' -depend on the concrete choice of the geometric Lagrangian. In 'natural' geometric theories, which are discussed here, dark energy is also unavoidable. Main parameters -mass, cosmological constant, possible dimensionless constants -cannot be predicted, but, in the framework of modern 'multiverse' ideology, this is rather a virtue than a drawback of the theory. To better understand possible applications of the theory we discuss some further extensions of the affine models and analyze in more detail approximate ('physical') Lagrangians that can be applied to cosmology of the early Universe.