If you're into really complex hardcore wargames, you could try the Airborne Assault series written by Panther Games (
www.panthergames.com). Very detailed simulations of WW2, with one of the best AIs you'll find, especially considering the complexity of the game.
The command system is particularly interesting. You generally need to give orders to HQs, and let the AI control the fine detail. The reason being that when you give units orders it splits them from their organic HQ and adds them to the most superior HQ on the map (which is sort of you). If HQs are trying to control too many units, you get delays as the HQ staff are overburdened (imagine a Brigade HQ bypassing its battalion HQs to directly control every single company). Thus if you overmicromanage, your army grinds to a halt.