Hi! You really should try "Steel Panthers - World at War". It´s IMO the best turn-based WW2 tactical game and it´s free! You can also play multiplayer.
http://www.matrixgames.com/
The "Combat Mission" series is also great, the gameplay is quite unique.
http://www.battlefront.com
The best real-time tactical WW2 game is the "Close Combat" series.
http://www.closecombat.com/about_cc/about.html
By the way, I will move this topic to "Other Games" in a few hours. This is, as you know, not the right place to discuss strategy and tactical games.