The Paradox Games grand strategy series is probably something you would really want to look into!
These are Crusader Kings (medieval), Europa Universalis (early modern europe), Victoria (19th century), Hearts of Iron (WWII), and their various remakes and expansions. These are high-level strategy games; think along the lines of Total War's strategic map, but with about 50 times more detail. The games are also not turn-based but continuous-time (you can pause and accellerate it). No tactical battles however; you only position large forces (divisions, armies, sair wings), give them missions and they do their work.
Highly suggested; I've only played HoI 2 (with expansions) so far, but the others should be quite as good. One cool thing is that I know of apps that would allow you to transfer your save games from one game to the next, meaning you could play through almost the entire millenium and come out with a totally different course of history.
http://www.paradoxplaza.com/index.ph...=50&Itemid=138