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If you want the most satisfying Strategy games that follow the 'easy to learn, hard to master' manta, I suggest:

Company of Heroes + Opposing Fronts, possibly the best Strategy game of the last 2 years.

Warcraft 3 + Frozen Throne (WC3's expansion), Blizzard-patented and has one of the best stories of alltime.

Civilization IV + expansions, great 4X game.

Rome: Total War or any other game from the Total War series, which possess truly epic battles.

Age of Empire III + expansion, no need to explain.

Warhammer 40k: Dawn of War, incredibly fun and fast gameplay.

 

All of them are from PC though.