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ajmd20 said:
You might want to check out the Europa Universalis (EU) series EU3 with the In Nomine expansion being the latest, but you might be able to get EU2 cheaper and that is also fantastic. You don't take charge of the battles like in Total War but your rather control and expand your empire in the grand campaign (roughly 1400-1800). You can start playing as any country from any point in this time period.

For the 19th century check out Victoria:Revolutions.

Yes, EU and other games in the EU series by Paradox are worth looking into.