I was always a big fan of the Gangsters series of games, although not strictly fighting or a 'traditional war' style strategy games, you do have to hire, promote and control your hoods, extort businesses, start businesses, earn money, buy guns & cars and explosives, bribe cops/D.A's, send hitmen to whack your opponents etc. The first game was always my favourite, but very hard to get into due to the unnessesarily complicated GUI.
Next I'd recommend Janes Fleet Command. It was a VERY hard modern naval battle sim, not a buying/selling kind of strategy game, more 100% based on tactics; preserving the units you do have and using them and their specialities to the best of your ability.
Other than that, I just run back to the XCOM series when I want a bit of strategy!
Hope that was some help, I'm sure someone will come with some better suggestions soon!
Stu