I play and love strategy games a lot, mainly RTS ones. To offer a couple recommendations, I'd first start off with the basic classics such as Warcraft, Starcraft, Age of Empires, etc. A few of the newer ones I really like are ones such as Dawn of War and it's expansions. Granted it's manage resources, build an army, destroy other army. I like this game because you can't just sit back and turtle (mostly) and expect to win, if you want an upper hand you need to go and spread out across the map to gain control points, which give you more resources.
Company of Heroes pushed this theme further, where you not only have to go out and capture points, you have to capture adjacent points. This leaves room for flanking a supply line and completely cutting it off. CoH is also really good at implenting more strategic movement of units, such as cover, defenses, positioning turrets exactly, etc.
A new one I'm still learning but really like is Supreme Commander. It is more of the traditional sense where you acquire resources, build an army, kill other army, but I like it because of how big it is. You can literally make hundreds of troops, and you have a lot of room to move them around. You can make transports ferry them around the map for quick troop movement, and you can set specific commands, in order, better than in any other game I've seen (in the RTS genre).
Aside from RTS's I'm not that familiar with other strategy games. I've played Civ 3 and Rome: Total War, but they didn't appeal to my play style. Everybody's play style is different, I just gave you a sample of the kinds of games I enjoy and why.
EDIT: Don't mind my sig it's really out of date
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