Any good strategy or RPG games?

I liked "Warlords Battlecry" and "Sid Meier's Alpha Centauri". If you try "Dwarf Fortress" it has both a base management and rpg mode, but switching between modes isn't an instant convenient process.

So many I could list...

I'ma just go with the classics, if you have Steam, get Chrono Trigger, not my personal favorite rpg of all time (FF9 gets that), but is one of the best paced rpgs. There is no grinding for the game, but it is still challenging.

etrian odyssey is super fun !

I'd recommend trying out the Dragon quest franchise, they're really good RPG's.

For starters, you could try DQ11, which was my first entry into the series. It's a little challenging, and the story is amazing.

If you're looking for an RPG with a very good story, I'd recommend DQ5 on Ds.