There's a lot to choose from; Cannon Fodder is one, another used to be MechForce.
But Moria is always one I return to, until I get frustrated by having a powerful character killed by an endless swarm of tiny gnats, then I put it away for a few months.
UFO Enemy Unknown will always be one of my favourites, but I'm always afraid to start playing it because I simply cannot stop once I've started the game - it's suspensful!