Strategy games aren't made for consoles IMO. They always feel weird (search for halo wars gameplay on youtube) and even though you get no lag, you miss out on one of their main points: Mods. For Pc I would recommend M2TW (or Empires: TW when it comes out) since it has loads and loads of Mods and is generally really deep and non linear.
strategies are always fun no matter if its a console or PC it does feel weird the 1st time u play a stratagie on a console but u soon realize how fun it is