My brother and I played many AH games when we were young. I remember playing Gettysburg (the first one, '64 I think), Midway, Battle of the Bulge, 1776, Chancellorsville, Wooden Ships and Iron Men. Also I've played Risk, Baseball Strategy,
I really liked the idea of Squad Leader, my brother didn't. The main thing I keep thinking whenever I would get out SL is, this would be great if it was computerized so that calculating all this stuff is more managable.
On computer, some of the ones I've liked best are FIFA '99, Caesar 2, and TOAW 1. Sometimes I just open the TOAW editor and make maps. It's not game playing, but it is enjoyable escapism.