The Total War series. In the series you control both the strategic and tactical levels of your empire. On the strategic level, you observe the campaign map, whether its Europe, Japan, the entire world, or, thanks to mods, fictional worlds like Westeros and Middle earth.
You manage your cities by deciding taxes, building projects, and recruiting new units. Once you build an army, you can move it through your territories and others, attack other factions cities and armies, and set up watch towers and defensive forts along your borders.
Once you attack a city, army, or are attacked yourself; you drop down to the battle map. Here you control your forces, all the units you built and stacked into your army. It can be anywhere from 40 soldiers to hundreds per unit (depending on the size settings you use). Here you control each unit and try to use tactical movements and strategies to defeat your opponent on the field.
It's a pretty indepth game, I recommend it to anyone who enjoys strategy games.
My favorites are:
Rome Total War- with the Rome Total Realism Mod Pack
Empire Total War
Medieval 2 Total War- With the Third Age Total War mod pack