As for me I think the best strategy game is Heroes of Might and Magic(HOMAM) starting from HOMAM III.
If you like turn-based strategy games than its for you. I prefer III version, maybe because it was my first strategy game but...but if you want to see good video graphic better try Heroes of Might and Magic V.
Gameplay - heroes are player characters who can recruit armies, move around the map, capture resources, and engage in combat. Also, heroes gain experience levels from battle, such that veteran heroes are significantly more powerful than inexperienced ones. Experienced heroes may persist through a campaign, but do not carry over between single scenarios.
If you like it you can find all versions in one DVD I think almost all game stores have this DVD!
One more game - Cossacks and Cossacks II.
Cossacks including 3 parts - European Wars, Back to War and The Art of War
Cossacks: European Wars is a game about epic battles in one of the most turbulent eras in European history. Mighty nation-states were forged in the fires of the battlefield, and massive fleets set sail with dreams of conquest. It was a time of war after bloody war, wars lasting decades, wars involving nearly every European nation. These dramatic events of the 16th through 18th centuries in Europe have provided Ukrainian developer GSC Game World with ample material for a fairly ambitious, if flawed, real-time strategy game.
Cossacks II including 2 parts, exactly Cossacks II: Battle EU and Cossacks II: Napoleonic Wars
All review you can find here
