I second XCOM, if we are talking about the original two, Enemy Unknown/UFO Defense and Terror from the Deep. I heard good things about the more recent ones, but I never played those.
Might I recommend the timeless classic Heroes of Might and Magic III? Most of the campaigns are not too difficult after you get the hang of things, if I remember correctly. And you can get a hundred hours out of it even if you only play the official campaigns.