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I really like controlling huge numbers of armies in real time. Any in-game time period is good so long as it doesn't have a sci-fi element to it. The Total War series has caught my attention. Oh and preferably available on Steam please.
Rome 2 already has mods that make it great and it has barely been out.
Anyway, personal favorite is Medieval 2 Total War. After you get used to how vanilla works, then get the Stainless Steel mod and you'll be playing what I consider the best strategy game that exists.
Arma 3 was released today, which with the high command module (not sure if it made the release), you can control everything in a mount and blade way except much more tactical..... and all infantry, armor, air, and to a limited extent the sea. It's also a fantastic game anyway.