Taking the strengths of all their Europa Universalis titles and adding both an amazing graphical interface and a Roman theme is pure genius.
Turn-based strategy games are not always easy to play, but Lost Empire: Immortals does a good job at providing hardcore strategy in a simplified interface.
The final chapter in the psychological horror series, Black Plague will not only get into your head, but strikes a perfect balance between adventure and puzzle elements.
Although real-time strategy games sometimes overshadow turn-based ones, if more games were like Galactic Assault, the tables could be turned.
Combat Mission: Shock Force is more of a military simulation than a game, which does not mean that its not a lot of fun to play for the strategic minded.
Frontline Fields of Thunder is one of the most realistic WWII games covering the Russian front. The game even ships with a unit encyclopedia to make any war buff drool.
Europa Universalis III takes country management and strategy to the extreme, but does so without requiring a PhD from players.
Rush For Berlin features some of the most intense RTS combat ever created for the WWII genre. You will sometimes think you are playing a shooter.
Knights of Honor marries the deep strategy found in Empire-building games with the intense battle found in medieval combat titles.