You want XCOM style squad level turn based tactical games?

I prescribe a heavy dose of Incubation +Wilderness missions expansion with a supplement of Gorky 17

side effects: one-more-turnitis, cold sweat, mild paranoia

edit: almost forgot to mention Shadow Watch, a game that is so criminally overlooked that I decided to choose it for my avatar. Only 127 votes on the wishlist so far:
http://www.gog.com/wishlist/games/shadow_watch
Very fine tactical game with great music and a superb art style. Highly recommended!

Shadow Watch soundtrack:
http://www.youtube.com/watch?v=VljY5laGbq8

I have the original CD ROM version, runs on Win 7 64bit with no patches or tweaks of any kind, just regular install. Only problem is that the screen doesn't scroll smoothly, it's either way too fast or too jerky regardless of what scroll speed is selected in the menu. The game is playable that way but the scrolling issue is a major annoyance, no idea if there's a convenient way to fix this.

I see. I borrowed my copy to someone and never got it back. Might have to get a new one from eBay or something.

Aarklash Legacy, I heard has really good battles, good mechanics, with an ok story.
gog $20.99
steam*currently on sale 60% off. $8.40 ($4.77 Russia)

Deadlock which is quite new here.

Now this is a good suggestion, but it is very realistic. Ease to learn, but hard to master. You will need to apply real combat tactics (flanking manouvers, base of fire, etc.). The AI is "decent", but the true challenge is in PBEM.

Somebody also mentioned Battle Isle, there I would suggest especially Incubation.

EDIT: I see, awaltejr already mentioned Incubation. I would go with that.

I wonder why no-one recommended the UFO series. Ufo: Afterlight being the latest on gog. They are a pretty decent XCOM clone.

If you like Turn-Based Grand Strategy games, I'll recommend you AGEOD games, but for a beginner, at the moment, avoid some of their games (because of their complexity) as the American Civil War series or Pride of Nations. Better begin with Birth of America 1 or 2, or Alea Jacta Est. They are on the "WEGO" mode.

If you like Grand Strategy World War II games, try Making History II, but be warned, it's a serious game. If you wanted Real Time with Pause, there are the Hearts of Iron series (and for other eras, in that case, consider other Paradox games like Europa Universalis, Victoria and Crusader Kings; and the Battlegoat games: the Supreme Ruler series, but it's not for everyone).
There are two other great big scale games, War in the East (T-B "IGOYOUGO") and War in the Pacific (T-B "WEGO"), but another warning: they are "Monster" games.

On a lower scale, always WWII, there are the Panzer Corps series, Unity of Command, or the old Panzer General series. Same scale, but Sci-Fi, consider the Battle Isle series and Battle Worlds: Kronos.

On a scale between previous Grand Strategy games and the Panzer Corps games, there are the Commander series (Europe at War, Napoleon at War and The Great War). Commander: The Great War is one of the best WWI games (yes, there aren't many, while AGEOD World War One gold is a nice game, I wouldn't recommend it for someone who hasn't tried much complex grand strategy games). But since we're in 2014, consider that there will be more WWI games in the next future, I think.

If you like replaying historical battles, you have the Great Battles series or the Battlegrounds series.

Sci-Fi 4X, there are the Smugglers series, Endless Space or Distant Worlds.

And obviously in fantasy worlds, you have the classics, Disciples, Heroes of Might and Magic, Master of Magic, King's Bounty, Age of Wonders...

Something from the Heroes of Might and Magic series?

King of Dragon Pass

I admit I have only played the first installment and had tremendous fun with it until the final mission. But once I reached the outro I have never ever seen any reason at all to return to it (I do return to the original X-coms regularily - not to finish, just to get a taste of it). All in all this game seems like a second grade experience. Are the sequels any more memorable?

I haven't played them lately, and I don't really remember much except they were an X-Com clone... so not really something that I would count as memorable. Still good games if you need a squad action fix.

UFO: Aftermath is the weakest of the three. Aftershock and Afterlight add quite a few elements to the game, including a bit more in-depth base building (other than research/engineering/military that the first offered), more enemy types, including humans and aliens galore, weapon customization, separation of burst and aiming levels and quite a few more mods (though not as many as Jagged Alliance 2). If you enjoyed the first installment, UFO:AS and UFO:AL are worth it, since they improve on it. If you found UFO:AM as "meh", then you may or may not enjoy the other two.
They are not X-Com clones. The main story idea is the same (alien invasion, defend, adapt, count-attack), but one game is TB the other RTwP. Calling the UFO:A? series an X-Com clone is akin to calling "The Walking Dead" a "Dawn of the Dead" clone.

If you like the X-COM games i'd recommend UFO: Alien Invasion - it's free so it's at least worth a try:

http://ufoai.org/wiki/About