If you like WWII strategy simulations, check out Hearts of Iron II (http://store.steampowered.com/app/22130/), which I just discovered is $15 on steam, including the expansions.
HOI2 is an RTS game that allows you to change the time scale on the fly which enables you to breeze through some of the early years. You can play any country and the game engine allows you to choose the technology you want to focus on, which in turn affects the type and quality of units you can put into the field. I really enjoyed playing this game when I had a group to play it with, although it did get boring at times when the other players wanted to slow the pace of the game way down while I was still in a buildup period.
The big downside on this game is the AI. Don't expect any challenge if you're playing against an AI controlled country.
UPDATE: Obviously I hadn't played the game in years, so I took the opportunity after writing this post to search for sequels and HOI3 is already out with HOI4 recently announced. HOI3 apparently adds a number of elements to the game. I'll check it out and then write something up here about it.