I have to start by saying that I love strategy and micromanagement. To that end, this game,
Knights and Merchants, from a German publisher, really impressed me. The story is rather linear, on the first Version, but was still really fun to play (and difficult). I enjoyed it enough that I bought the sequel and it is written all in German which I do not understand. The sequal allows for single scenarios, mutiplayer, and a new linear campaign. I know Amazon sells it, might be found elsewhere as well.