Wars and Warriors: Joan of Arc. It's a blend of action and RTS. It's actually pretty fun, but it got crap reviews at the time (not entirely without reason, either), so it's pretty obscure, especially since it comes from the same guy who developed the Capitalism series./quote]
I played a lot of Joan of Arc, and still have the disc floating around somewhere near me (I have a lot roaming around at the moment). Even though it was incredibly flawed, as you pointed out, having a medieval action game with a female protagonist really captured me as a little girl. Never managed to finished it however.
Other ones that come to mind are the city building games that have since fallen out of style: Caesar IV and Lords of the Realm III. Although I loved their predecessors much more than these, they happen to fall (way) out of the ~10 year period. Either way anything turn-based or city building that came out after the golden age of the early '00s and late '90s have barely ever turned an eye. A shame really as I love those two genres the most.
At least the Total War and Civilization series are still kicking!