Depending on your tendencies, my friends and I have played the likes of:
Descent: Journeys in the Dark
Runebound
Fury of Dracula
Escape from Colditz Castle
Ah, there's also Harpoon if you have A LOT of time on your hands. Some of it's out-dated now, but it can be very fun.
As for war games, you can't beat Axis and Allies for fun, and now they've got a lot of expansions for it.
They're not really war games, but the last one is a pretty neat concept
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