Panzer General

The most addictive hex based game I have ever played.

https://en.wikipedia.org/wiki/Panzer_General

Pros: It seems a sin to say it, but it makes war fun. Well balanced, great interface, great music, great sound, great AI. I never felt like I was cheated when I lost.

Cons: You really have to be good with your strategy or you will get bogged down in Russia. (Too?) Historically accurate.