Red Alert 1 was pretty nice. Haven't played it for several years though. Have you played Europa Universalis? I think that's the best game ever, although it's more like Risk but with lots of options and historical stuff. You can play any empire on the world. You can play as Ming or Manchu, or you can lead a rebel army to create a Cantonese state in the southern part of China. It's really cool to say how history changes. Like one time I was playing with the Dutch and conquered half of Europe. However, I checked how the Ming dynasty was doing and they had conquered almost the entire Asian region. They occupied Indonesia, part of Mughal (India), Dai Viet (Vietnam), the Manchu region, Tibet and parts of Siberia. Really cool to see those changes in history.
Anyway, be sure to check it out: