Most games i await for 2006 have already been posted. Surprisingly though one of my favourite Developers is missing:
Paradox Interactive.
Early 2006 they will release Hoi 2 Doomsday.
http://www.paradoxplaza.com/
Promising Indy Games:
Soldiers of Empires, a mix between Panzer General and War in Russia.
http://www.igorlab.com/index.htm
2006 they might finish SoE 2 which will include the western theater as well.
Freeware, gets constantly further developed, so new Versions every few months:
Megamek, turn based tactic game based on the Battletech-Boardgames.
http://megamek.sourceforge.net/idx.php?pg=main