Used to play strategy games quite a lot 20 or so years ago. AoE, Homeworld, Red Alert. But I never got very deep into them.
The main reason I don't like strategy games anymore is that most of them simply boil down to micromanagement and actions-per-minute. That is not how my brain works. I hate micromanaging and multitasking. I love planning tactics, doing recon and analyzing the situation (as long as I don't have to do statistical analysis with spreadsheets for that), setting goals and executing plans.
Best strategy game I've ever played? X3: Terran Conflict. Once you set your plans in motion everything works pretty much automatically—you don't have to order your traders or military forces around constantly or set up product batches in your factories manually. You set up parameters by which your assets work, and aside from occasional tweaking and optimization you leave them to their own devices. Instead you concentrate on the actual grand strategy or a single battle at hand or putting out some random brushfire that needs your attention without the worry about your "villagers" standing around idle because they can't figure out there's a fresh patch of fish 100 meters to the left.
Plus you're there, in situ, as an actual participant in the world, not an abstract godhand hovering over the map. First-person strategy. Commanding two task groups steamrolling through a sector from the bridge of your cruiser, sipping coffee as turrets put on a massive fireworks around you is epic.