So my computer came yesterday, and I bought Company of Heroes, and it's really awesome. One problem I have with RTS games is that they frequently feel like just a bunch of little figurines running into each other, but zooming in on encounters just shows off my combat decisions and really draws me in. I was a bit worried about the Carentan counterattack mission where I was able to make one mass of random troops and rip enemies apart, but that strategy made me lose within 5 minutes in the next mission. I'm not a fan of the off-screen attack perks like artillery strikes, but it's hard to complain when the rest of the game is so fun.
I didn't realize that Hearts of Iron was made by the same company that did Europa Universalis (a series I enjoyed quite a bit). I'm really interested in world history from 1930-1950 as well as WWII, so it's been bumped up to a definite buy for me.
UPDATE- GAMES I'VE TRIED:
Company of Heroes is a lot of fun, but has the most fucked-up difficulty curve I've ever seen in a game. It starts out pretty easy until you get to the Red Ball Express mission where it took me over an hour of base-building, scouting, fortifying, capturing, defending, and tons of other crap, and segues into a bunch of straight-forward missions with reasonable difficulty.
Hearts of Iron 2 is going to be an ongoing thing for me. I boned up on the tutorial and started doing some stuff, but I've found that I can only handle the game in short bursts, like if I need to kill half an hour or so. Fun, but it loses my interest during extended plays.
Valkyria Chronicles is fun. Some of my enthusiasm wore off when I realized that I'll pretty much die on the first mission, then memorize all of the scene triggers and plow through it the second time.
Tried out the demos for Empires: Total War and Men of War and was put off by both. The former felt kind of wonky and stiff (though the naval battle was fun), while the latter was clunky and cumbersome to navigate. I borrowed my friend's copy of Rome: Total War and plan on installing it tonight.