Okay, as a HUGE fan of TBS games, let me sum up for you;
1.
Advance wars. I'd highly reccomend this to you, In actual fact I'd most highly reccomend the first one of the series:
http://image.com.com/gamespot/images/bigboxshots/3/471043_44166_front.jpg
It's a little dated now, but the combat, the AI and everything else can't be faulted, plus a fair chunk of the missions are exactly what you described in 1, "Limited units, punished by the AI if you screw up." Rather than 2, Dual Strike or Days of ruin where most of the missions give you factories or whatnot to build more.
2.
Total War. Hell yes, strategy and military tactics galore, I even purchased "Sun-Tzu's "The art of war", in the hopes of learning some tips and tricks for this.
There are more or less two ways you can go:
Shogun total war
Rome total war
There are others, but for the sake of my point we will just quickly go over those two. Typically if you liked Shogun total war, you won't like Rome total war as much, and vice versa. Me? I love Shogun total war. Definatley worth getting either one.
3.
Civilization II / Civ IV / Gal Civ II. These games will last you hours for just a single game on a medium map with only a few opponents. The biggest maps with the most players can go into days or even weeks, most certinally worth a mention. Highly enjoyable if you love to plan every move out in detail before you attack and like your games to last more than 10 minutes / half an hour.
4.
Disgaea. The turn based strategy with a sense of humour about itself. Start with 1 and go from there, The main story missions can be beaten inside of a week with no problems, but if you're the sort of guy who likes there to be "plenty to do and see" in a game, maxing out characters and so forth (A 100% completionist, in other words), then this is definatley the game for you. There is easily 100 to 200 hours of gameplay in there just for beating the secret boss, leveling up your favourite units and whatnot as high as you like can give you hours of gameplay into the thousands.
5.
Tactics arena online [http://www.digisonline.com/tactics/]. This is basically very, very similar to Final Fantasy Tactics, but online played against other people. Free to join, can get a gold account for a donation. Certinaly worth playing for a while at that price, if nothing else.
6.
Age of Wonders II: The Wizard's throne. This can be a difficult game to master, but the battle screen is most enjoyable and the AI can be rather fiendish. Worth checking out.
7.
Heroes of might and magic (Specifically II and III). All time classics, and you're doing yourself a disservice if you don't have them.
I would suggest you research those yourself from there, then pick the ones that suit you best (If not all of them).