The Wilderness missions addon is some of the best fun I've had with any TBS. Not quite as atmospheric as playing XCOM for the first time but overall more intense. The main game feels like a tutorial compared to the addon, the difficulty is much higher. I'm quite certain it's impossible to pull through without spamming quick save/reload every now and then but if that isn't a deal breaker then I can highly recommend giving it a try. You don't 'beat' the missions but survive them.

Battle Isle 2 is still my favorite game. Playing it for 25 years now. Played the other Battle Isle games too, but in my opinion Battle Isle 2 is the best of the series.

Age of Wonders: Shadow Magic has an excellent combat system. Too bad the AI is so weak.
Jagged Alliance 2 has a very good system, except the variety of enemies is very limited and the range of weapons is decisive (at least in the beginning).
For those reasons I like (Open)Xcom better.
Baldur's Gate games can have very good tactical combat, partly due to the AI being moddable and thus combat can be challenging. RTwP and no grid means complex battles can become a bit of a clusterfuck, though.

Of older (DOS era) games the Gold Box games are good, but rather limited, with braindead AI.
Disciples of Steel and Nahlakh are my favourite tactical games from that era.

... marred by the automatic surrender, even when attacking (!), if apparently overpowered. No victories over overwhelming odds in that game...