As an old school strategy gamer who grew up in the late 80s and 90s strategy I feel the genre is almost dead.
But there there is at least one recent strategy game that I can recommend to anybody, full heartily as an example of how games should be today:
Galactic Civilizations 2
I can imagine your reaction as a wargamer is to look away because you dont like Science Fiction - thats how I felt about it at first - but do yourself a favour and try it. It is well thought out, replayable, it has nice graphics and sound, and most importantly a very competitive, almost human like AI. Strategy is about making tough decisions, having to wage impossible options and pondering over new approaches during the night, until your head starts smoking, and GalCiv2 is exactly that kind of game.
Unlike most games (among that the recent TW games) who are only fun in the beginning, GalCiv gets more interesting after the mid game. That is because there are alot of interesting, unexpected special events (like in my last game the Snathi suddenly stole the whole technology from the most advanced civilization and offered them for sale), because the AI adapts to new situations and is generally very challenging, and because you will discover that game has much more to offer (like I discovered space stations offer huge possibilities in defending your most important planets and boosting the economy).
One of the nicest parts is the ship designer that allows you to create your own spaceships, depending on the level of technology you have achieved. I sometimes spent several hours just designing a new generation of ships, always forced to wage between speed / firepower / price, and the need to create ships that would fulfil and fit perfectly into my tactic plans.
There is so much more I could say, but maybe I better stop here and recommend you read some reviews or try out the demo, which you should get here:
http://www.galciv2.com/Downloads.aspx
Well yeah if someone asks me about a good (and new) strategic game, I will always recommend this one.
GE