I split my time these days between strategy games and flight sims, but strategy & wargames remain my old love. Here goes my list:
1) EUIV (ca 450 hrs so far) - the best polished and balanced of Paradox Grand strategy games. I love how playing various countries feels different, I love the portrayed era and always enjoy another playthrough with my beloved Polish-Lithuanian Commonwealth. I must admit however, that late game is not as good as early/mid.
2) Rome TW (ca. 400 hrs, but not playing anymore). I value historical accuracy, so I played mostly with DeI mod. Unfortunately, I lost my interest for the TW games after Attila.
3) X-COM 2 (ca 300 hrs) - one of the best games I've ever played. I beat it it on Ironman.
3) Hearts of Iron IV (ca.250 hrs so far) - I fully agree that it's still a problematic game, especially in regards to alt-history. However, I keep getting back to have another playthrough as Italy (and I don't know why...)
4) Fields of Glory II (ca. 250 hrs) - the best portrayal of ancient warfare currently available on PC. I would love to get Pike & Shot II...
6) Battlestar Galactica Deadlock (ca. 100 hrs). - I don't know what was the more frustrating experience, to beat X-COM 2 on Ironman or Operation Anabasis