Many great titles mentioned here. Here's a quick list of personal favourites of the top of my head.
Battletech is amazing, if unoptimised. It has an amazing mod community putting out excellent content. But you need a beefy cpu.
Silent Storm has it's own vibe. The destructible structures were incredible for it's time and adds to the strategy/chaos. Sadly it falls apart a bit towards the end IMO.
Front Mission 3 & 5 the two best mecha based tactical games ever made. Hope the remake of 3 sticks it's landing, what they showed of an early version seemed a bit janky.
Jeanne d'Arc is a great little gem of a game. A bit simple, but nice for scratching the srpg itch without needing to get sweaty.
Xenonauts an indie game leaning heavily on the OG Xcom games. Time Units instead of Action Points opens up for more fine-tuned strategic choices. But it can feel a bit micro-managy at times. The sequel is in early access as we speak, but I'd wait until it's had some more time to cook.
Final Fantasy Tactics probably the best in the strategy jrpg genre IMO, inching in front of Tactics Ogre. But either one will give hours of hours of fun.
Fire Emblem Three Houses as with most FE games it has great tactical combat. Sadly this one is a bit bogged down by the busy-work in between battles. But some people swear by the free-time stuff, so your milage may vary.
Shining Force series will always be close to my heart, but might be a bit archaic and simple by today's standards. So incredible sad that Camelot didn't get the success they deserved with these games. But they went on to make Gilden Sun, so it's not all bad.