I have and have played several. I prefer strategy games over real time and prefer operational and larger over skirmish type games so my prejudices will show :)
I have and play both the newest versions of Strategic Command WW2 and War in Europe. I like the fact in both games you can choose a side, allies or axis, but choose to run say only one country on that side and let the computer handle the other members of the coalition. The scale is a bit different in Strategic Command as it seeks to do the whole war while War in Europe as the name implies does only Europe and Med. So you will find the border between Germany and France, for example, significantly shorter in SC. There are several settings you can use to balance the game based on your experience. It is fun overall and a chance to explore some different strategies but would caution against using any results to validate any pet theories :)
I loved the original War in the East by Gary Grigsby. While I have his latest, and have tinkered with it, the full campaign is very daunting with lots of information. Start small on this one. I did get a chance to chat with Mr Grigsby, a personal favorite of mine when it comes to strategy games, and he admits the is really for the grognard and he threw most everything in. His game on the Pacific is equally as daunting but for those really into the topic should provide a big bang for the buck.
Panzer Corps is an old favorite and Panzer Corps II has just been released. This really is much more a game than anything else. There are also a series of cheats one can use to tinker with the game. This one is as close to beer and popcorn as you will get.
Operational Art of War. I played an earlier version and just bought the newest version on sale. The games are really like board games moved to the computer. Vast number of games available assures replay value. If you like the classic board games this one is for you.