I just think iOS is not the platform for deep games: unfortunately we mostly find casual games for mass market
I'd also be interested if someone had suggestions, I had been a fan of so many strategy games on PC.
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Just stumbled on this thread.
I second Autumn Dynasty, X-COM, Ascendancy, and Starbase Orion.
More down the tactics alley, but I highly recommend the two Ravenmark games.
And for a whole different kind of beast with longterm strategy and incredibly deep gameplay, give King of Dragonpass a try.
Uhr:Warlords is interesting as well, a bit like fantasy chess with more - and interesting - moves/options.
For a tactical/strategic thinking boardgame, Elder Sign:Omens .
And that's pretty much it, unfortunately...