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I recommend Endwars.

It is a true modern strategy and tactics game. The game puts you in the seat of an American, Russian, or European(in game EU is a country) Colonel of any Battalion of your liking from beginning to end of World War 3. I was actually going through some military science for a project I'm working on and found that almost every military tactic I found could be applied to Endwars. At first the game will seem like rock paper scissors but if you apply real tactics you'll have a whole new perspective.

Pros
- You can use your mic to give orders
- Units are balanced yet realistic
- Its all mind over matter
- Your play style makes all the difference
- A.I's aren't stupid

Cons
- Multi-Player servers or down (at-least for xbox)
- Lack of unit diversity (but lots of upgrades)
- Recycled Maps
- You might have to yell at your mic sometimes
- Recycled speeches (generals give a speech and brief info before conflict)

Starcraft 1 (the graphics are very dated, but look past that and you have a great game)

Starcraft 2 (the graphics are much better, and the gameplay is about the same.)

Sid Meier's Civilization 4 (great empire-building game. Better than Sid Meier's Civilization 5 unless you buy both the latter's expansions, at which point the latter becomes better).

Rome: Total War and it's two expansions. (Another empire-building game, but much more focused on the military side. It's expansion, Barbarian Invasion is by far the best.)

Zoo Tycoon (if you can find it, then grab it. You build a zoo, keep your animals and the guests happy, etc)

Zoo Tycoon 2 (about the same as the first, if not a little worse. Again, it may be hard to find, the developer stopped selling these games).

These are some of my favorite games, especially Rome: Total War's Barbarian Invasion.

Keep the suggestions going guys, I am really hyped for more wonderful games you guys can suggest

I would definitely advise you to have a look to :

1) AI Wars : fleet command
Grand strategy game in a sci-fi ambiance. The gameplay is mainly based on assymetry between the player and the AI ennemy.

2) Battle for Wesnoth
Turn based strategy game with lots of interesent features (e.g. day and night cycle), which make it original even if it looks very classical at first glance.

3) Frozen Synapse
Well, too hard to describe for me ^^

Romance of the three kingdom series has some solid games..I have 8 and I wholly recommend it. There should be another where you don't have to play as a leader (I believe 12), so those are the ones worth checking IMO.