Fire Emblem Awakening!

Yes.. Shadowrun Returns is also a indie games.. lots of nice strategy games are being made by indie developers: Unity of Command, Warzone Anomaly, Anomaly 2

Heroes of Might and Magic III

Do not get IV, V or VI. Just get 3, its $10 on GOG and the best damn HoMM game ever.

Yeah i know after mg gaming laptop died i have nothing to run them on eithed so have never tried there sequels :(

Civ Revolution and Tropico 4 are the proof they can do nice strategy games on consoles, what gives with the lack of ports? =/

Dota, that game is so freaking deep it actually became a sport. It might not look like it from the surface but once you take time to understand the game there is a lot of ground to cover.

I have played the game for like 700 hours and there's still new stuff and strategies professional players somehow pull off I have never seen before.

The game is online though, so if you don't like playing with people you don't know you may want to ignore it.

First off.  This.  http://gamrconnect.vgchartz.com/thread.php?id=176224&page=1#

While I've never played this game, or series, I have a cousin whos favorite game is The Settlers 2.  4.5 user rating at GOG from over 1000 users.  http://www.gog.com/game/the_settlers_2_gold_edition

Romance of the Three Kingdoms is a take over the country style game set in China.  There's been 12 numbered titles, and playing all of them except 11 and 12, I'd recommend the ones I've played except for 7, 8, and 10, those three adding some bad features.  Although 11 and 12 remove the whole, only control one person, so those should also be good.  Most of the games are available for PC, though 12 was only released in Japan(I think has a fan translation.)  My favorite in the series that I've played is Romance of the  Three Kingdoms 4 Wall of Fire. 

In the RotTK series you have a wide variety of commands in each of your locations.  You'll have warlords who control over one or several provinces.  Each warlord is required for any action to take place.  In the war options you can hire soldiers, or you can draft them.  Hiring soldiers will cost money, drafting them will take from a pool of available people to draft, but they'll be less trained and you'll lose the support of your people.  You can rally your soldiers, train them, send them to war, build fortifications, etc.  For warlords they all have loyalty so you might want to give them items or money to keep their loyalty high.  Send characters to other cities as spies, or even try to infiltrate as a free agent.  If infiltrate and while it'll take a long period of time, if they happen to be promoted so they rule over the city, hiring them will give you control over the city.  At loyalty of 100 they'll rejoin you, but lower than that they may actually decide to stay with the other lord.  To increase food and the amount of money you receive during the pay seasons, you have to have your warlords help the people increase those areas of the town.  Give food to the people will increase people support, etc.  There's other stuff but I didn't explain it all. 

Since the game is more resource management, etc, while there is a large combat system, it's not like it compares to what I linked above, or say XCOM Enemy Unknown, etc.  You basically take however many warlords with you and however many soldiers will be under control of each.  If one character attacks an enemy while one or more units are next to the enemy as well, the other units will help.  You can try and do stuff like set forests on fire, etc.  Battles against castle gates, if you break open the gateyou enter the city and take it over, or if you kill all troops.  You can capture warlords if winning in a duel or capturing them when they flee, with that you have the choice of getting them on your team.  If you capture a leader, you can release them, but capturing them again you get the option to recruit them, then another unit will become leader of that territory.

Nobunaga's Ambition is also from Koei, except it's Japan instead of China, and it actually has more options to it.  There's a sort of Sim City aspect to it, allowing you to put where you want to set up towers, farms, etc.  Combat is real time so when attacking someone else, you can attack their buildings and destroy them, the same could happen the other way as well.  You don't need to attack and take the area over.  You can destroy their food and economy sources and then retreat if you want to attempt that.

Nintendo's Advance War series is really good.  Fire Emblem is good as well, but it's less about strategy at some points and more about the characters being op strategy doesn't matter.

*edit*

Accidentally stated Japan instead of China for RotTK.  It's China.

What about Dota2? I heard it's on Steam.

Yes! I really wanted to play it, but somehow forgot it. Is it good?

How could I have forgotten that? I'm playing it every day! Even now! You, sir, are going to be bothered by me quite a lot in the near future.