Mount & Blade,
World in Conflict,
Total War series,(mostly use the World War I mod for Napoleon and FoTS in Shogun 2),
Victoria II (screw you Britain T.T),
Rise of Nations,
Game Dev Tycoon (I'm pretty sure this is really only Simulation but hey it's partly Strategy)
Crusader Kings II(still need to figure that one out along with HoI3)
Sword of the Stars II
Endless Space
and others,,,