The grandaddy of them all: Master of Magic can be had from abandonware sites. It's the best of it's kind, in term of turn based strategy.
Lords of Magic is fun, but not as good.
Lord of the Realms II was quite fun, and had a nice Castle siege element.
If you like RTS, Kohan was a really well made game.
And the Warhammer series are RTS's but they come from boardgame roots so they have a different feel. Lot's more rules behind the gameplay, like flanking, charging, fatigue, etc.
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