The most addictive hex based game I have ever played.
https://en.wikipedia.org/wiki/Panzer_General
Free version: http://www.pgforever.info/
Pros: It seems a sin to say it, but it makes war fun. Well balanced, great interface, great music, great sound, great AI. I never felt like I was cheated when I lost.
Cons: You really have to be good with your strategy or you will get bogged down in Russia. (Too?) Historically accurate.