total war.
as of yet the most in depth, but playable strategy game out there. and i've played them all, starting with squad leader, right up through steel panthers.
i like medieval with the viking invasion expansion (playing as the irish or the picts is wicked)
risk/boardgame like control map. countries lined up, you can look at their income/satisfaction/alignment/religon/power etc etc etc. you have to marry, you can marry generals if you have daughters, or marry out of your kingdom for better allied ties. you can assasinate fellow family members, or other kingdom's nobles. you can also lead crusades, be excommunicated by the pope/ kill the pope. really cool.
and then comes the battles, my favourite part is setting up. i love the setting up for battles, thats what gets me off the most. hiding the peasant warriors in the forest to ambush, putting my cavalry on a hill (they gain a bonus charging downwards) lining up my archers, you name it. it's extremely realistic, something that i, a military and history buff really appreciates.
but, as far as straight on battle, the best game/series out there is Close Combat. Bar none. I've been a member of the community since maybe the release of the third (one of the best, imho) and been in love with it since. Extremely realistc. After the third one, and with the expansion of the community (mods and the like, its a very moddable game, as well as a community of military/history buffs who helped the design of the game) it just got better and more realistic.
this is all squad level, so 10 or so platoons of 8-10 men. support units, machine guns, armour, artillery, etc.
all realistc weapons, used accurately in their theatres of war, as well as proper unit types. aerial photographs and reconaissance help make the maps near perfect. Men suffer from fatigue, green units flee and don't fight as well, veteran units (who you grow close to, and are sometimes given the options to "nickname" for easier tracking) units get better with time, and you keep track of their successes/failures. one of my most decorated men, an american sniper, with over 30 kills, more then 3 purple hearts and a number of other badges helped hold out a town pretty much alone against armour, and much stronger german infantry for 5 days or so until reinforcements arrived. however, on the last push to close up the bulge he was killed by an advancing Marder III.
Infantry battles are so fun. rushing machine gun nests, sneaking around back and fighting hand to hand. The odd occasion of one of your men going berserk and running across the battles field to charge the entrenched enemy (usually resulting in a quick death... it's rarely succesful, but a very cool and realistic part of the game) A last ditch assault of all your men against a wall of veteran troops. mortar shells closing in on you... Online play is even more intense, me and a friend would always play the campaign, (we liked Close Combat 2 in particluar) and the house to house fighting in holland was intense. Sneaking your flamethrower around to roast a couple of nasty krauts.
i loved using the panzershreck teams. It was so satisfying sneaking around with 2 men and firing off a round at 20 yards, totally wrecking the enemy's armoured rush. Plus, wrecked vehicles stock up over time, blocking off roads and making travel very difficult. (Snow even builds up over time in CC4)
Tank fighting too is great fun in 3 and 5 (most say there were some errors in 4) slaying sherman and sherman with your mighty tiger. lobbing shells over huge distances, trying to crack the mighty russian tank destroyers. Not to mention getting lucky and using an assault platoon or command squad (armed with panzerfausts, magnetic mines or at grenades) to take out an unwary tank from the top of a building.
The later games, 4 and 5 had a command map, so you could chose where to place your reinforcements, which units were fighting for which map, where your air strikes/arty/naval bombardment would land. good fun fighting for caen and using the few brdiges left to your advantage.
CC1 was good, but got better. good to play the original.
CC2 is great, nailed the game play. Vehicles speeds were perfect and infantry fought very well. Possibly the most realistic. "A bridge too far". Takes place during operation market garden. Awesome house to house fighting. And great maps.
CC3: Russia vs Germany, operation Barbarossa. Awesome, the most customizable yet. Added the acquisition screen. So you could better choose your units. Pretty good maps, lots of fighting in the steppes, and fighting in moscow. Some awesome mods, one of my favs was Vietnam. A Total Coversion, with some great units including sog teams (with the devastating claymore, and shotgun) and the tree climbing addition allowing you to climb up trees for better view. Definately a change in gameplay/tactics. I played this for a while and then playe cc4 over the net with a friend and got raped. I was used to assaulting recklessly the positions (playing as the vc, i could just swarm the americans), but not this way. especially confront with an mg42. Also, the very good Western Front mod, some great tanks, and i think you get some canuck units
CC4 A bridge too far. Brought in map screen and the arty/air strikes. Control of fuel and ammo zones too. The snow was great, often messed up with the air strikes (poor visibility) and some very very hard fighting there.
cc5, Normandy. GREAT. this and 3 are the best. IT took everything that cc4 had good, and took what it had bad, but made it better. Better phsyics, ai, everything. Plus, fighting for caen is always waaay cool.