[Moon/Steve feel free to delete if you don't want us discussing this on the Battlefront board.]
Well a lot of them are board game conversions, which may or may not be to your taste. As far as wargames go, the only one I can really recommend is Battle Academy, which has the main downside of being $19.99. I'll have to profess to being shocked that CM:iPad is releasing for $4.99!
Some of my favorites board game conversions are:
Small World (although the fact that it only supports games with one opponent -- AI or human) reduces the strategy from the actual boardgame when played with 3 or more players. Elder Sign -- which is a Cthulu type board game. Neuroshima Hex-- which is kind of a tactical puzzle game.
There's a whole bunch of other board game conversions out there -- including Ticket to Ride, Carcassone, Puerto Rico, Ghost Stories, and Catan. You can track what's coming out soon at the iOS Board Game blog at Boadgame Geek. There's a pretty good list of what's available at iPad Boardgames.