i would try steel panthers waw from matrix games it is freeware and the nicest ww 2 turn based game i know .
i would further try steel panthers mbt and steel panthers ww2 both freeware too and they can now be found here on the shrapnelsite .
I would recommend galactic civilizations as well. (www.galciv.com) Its a lot simpler than se4 (you can only play as the humans, though how you want to make those humans, pacifists, techies, or war gods is all up to you) but the ai for the other races and the game world are very very well done.
I would recommend you to try: Ishar I + II + III. They are old dos games so you have to run dosbots or alike if you are on XP. I's used many hours on them when they came out
I think the company behind it is called 'Silirias' or something, dunno if they exist anymore.