I say Aye!
Of all the wargames I have played:
Close Combat, THe Panther Games series, Combat Mission, Steel Panthers, the Total War series, to name a few. The AI ALWAYS gets too easy after a while. Alot of games allow the AI to cheat to make it more of a challenge, which is always extremely frustrating, you need to play someone who is playing by the same rules, weather it be AI or Human.
The only way to get real satisfaction from playing a wargame is to play against a human oponnent with comparable skills.
I have an online partner which I play all my wargames with. Having a person who I play games with regularily also allows to play long multiplayer campaigns, which increase the enjoyment of the game by a huge factor.