I enjoyed Silent Storm quite a bit. The storyline and voice acting were atrocious but combat was vicious. The entire game was destructible and it had ragdoll physics so it was really fun shooting out windows, blowing up walls, and just DESTROYING the environment as bodies flew everywhere and rolled along the ground. I really enjoyed the seminal freedom of movement the environment gave me as I had a sniper who would climb up on pedestals and buildings to get a clear shot. Even four years later, the game is a visual treat and it's awesome leveling half a house and then witnessing the fiery destruction of combat afterwards.
But overall, the best strategy game both in story and gameplay is definitely Jagged Alliance 2. The expansion packs were pretty average but fuck is this game terrific. If you put it on realistic mode, it gives you hundreds of guns with various small modifiers and that amount of options gave me this massive boner. The characters were so fucking interesting that I honestly felt a real bond between me and the characters. I honestly cried when I got the Russian guy killed in battle but instead of hitting the quickload button I decided that his death was for the best.