Crusader kings 2
I love Crusader Kings 2. Its a game that manages to capture my imagination and intention like few others. Set in the Medieval era, just in time for 1066, you can take control of any christian baron, duke, king or emperor you choose and follow their fates for the next 400 years. The trick being that instead of controlling territory, you are in charge of a family line. When the character you control dies, you take control of their heir, provided that said heir is of your bloodline. If you happen to get all your blood line disinherited of your current holdings, then its game over.
Making your blood line even more important, how well your kingdom will do depends on how competent your ruler is, which will depend on a combination of their genetics and their upbringing. A just midas touched Baron will do lot better than a drunken homosexual dwarf. I have, in the past, deliberately murdered one child because he was too deeply incompetent to rule. On other occasions I have desperately wished for my character's death as their kindgom falls apart before them.
Crusader kings 2 plays out over a map of Europe, and while it does technically play in real time, you can issue as many orders as you like with the game paused, and control the speed at which the game goes. During quiet times you'll have it on full speed, and years will zip by, as you make marriage arrangements and choose who should be educating your child. Other times you'll slow the game right down as you fight in a mighty conflict with the holy roman empire (pro tip: try to avoid doing this). War is another of the games wrangles. You can't just declare war on who you'd like. You have to meet certain conditions, and even then if you cannot summon a reason to invade another region (usually you having a claim on that land) you won't be able to. For instance, if you are a duke who wishes to extend the land you possess, but the king has managed to get up your nation's crown authority to high crown authority. Well that forbids you from attacking anyone from the same realm, so tough luck, unless you want to war with neighbouring regions. Of course, you can always try and declare independence from your monarch...
The final major innovation CK2 brings is that you simply cannot control everything. No matter how competent your ruler, you can have at most around 10 counties under your direct control before you start getting severe penalties. In addition, one of the easiest ways to get land under your influence is to grant some land to someone of a lower rank, then pursue their claim on a different place: such ways allow you to absorb counties if a duke, or duchies if a king (or kingdoms if an emperor, but this is rarer). What you'll end up with is a core of counties you directly control, and provide you money, and many more counties that grant you no tax, but are under your rule, and will raise forces if you demand it. However, each of these vassals have to be kept happy, and all of them will want to expand their own domain. Make some bad choices, or simply have your ruler die and be replaced by someone no-one likes, and suddenly your domain will be racked by revolts, which you may not be able to win.
Crusader Kings 2 is a cruel and unyielding game, that never gets easy. If you choose to be a tiny baron you can be bullied by anyone, and will be always poor, but if you choose to be a mighty emperor you will have to meet the demands of hundreds of vassal or face utter collapse within minutes. This demanding nature makes it utterly compelling, and wonderfully fun. So far I've taken a Scottish Duke to ruling the United Kingdom (and, briefly, Norway), and a French idiot count to becoming Emperor of Francia, encompassing France, Spain, Norway and the United Kingdom... well until a couple of bad decisions meant I lost France and Spain, leaving the Emperor of Francia inexplicably being England, Scotland and Norway.
Its remarkably fun, and if you enjoy strategy games, I strongly recommend it.