Need some help finding a new strategy game?

I feel you are looking for a higher mountain to scale. I recommend Dwarf Fortress, known as the greatest start-from-scratch simulator on the planet. Perhaps you need a player versus player environment? Then Starcraft 2, or perhaps Dota2 or LoL. The mods for Civ4, some of them were just out of this world, literally. One of them was about conquering solar systems and planets. Entire galaxies...

You probably need PvP.

I know a game you might love, according to your tastes.
It's called Sword of the Stars. It's like Command and Conquer meets MOON Project.
Also, if you haven't tried MOON Project, play it. It's amazing.
Sword of the Stars is a spaceship-based game, utilizing massive fleets in order to colonize planets and attack. The catch is, each ship is customizable with parts you unlock with research, and the weapons can be changed or deleted. Another aspect of it is it turns into a single fleet RTS whenever you get into a battle, making you micromanage each ship in a fight.
Moon Project is the same way with the customizability, but instead it's, essentially, moon rovers with massive guns. However, there are no fleets of spaceships, and it is more Command And Conquer-esque. Both are very fun. Sword of the Stars games take VERY long though, so don't expect to have hour long games. More like 3 week long games. They even had to implement saving into multiplayer since it was so long. Moon Project is much faster, but the AI is a bit dumb.

I'd also recommend the Jagged Alliance Series, (Try to get #2 before you really look at the newer release -Back In Action) Add that with the famous 1.13 mod and boom. Although this is more Control a small group of units, manage there weapons/invintory ect. ect.

Company Of Heroes is another good game, WW2 era wargame, maps are a tad bit small but in all fun to play.

I was also strongly into Tom Clancy's: ENDWAR, its a little to Rock-Paper-Sciccors but still I loved it.

You could try Atlantica Online. Its a strategy rpg though.

OP have you tried any Total War games? I recommend them.

This.

and:

Sins of a Solar Empire (4x RTS; makro and micro; fondest moment would be that MP game that lasted 2 weeks [it has a save system for MP, dunno how to really explain it])
Men of War (the WW2 one; pure micro; fondest moment; fondest moment would be that the AI is very brutal, had one skirmish that took me.. 5 hours)
Supreme Commnder (I like the first one more, was more MASSIVE; No comment; fondest moment would be when you get a massive scrap of one 1000 man army vs another 1000 man army)
StarCraft 1 and 2(duh; makro, micro and red goo; fondest moment would be succesful MMMSTV [Marine, Marauder, Medivac, Seige Tank and Viking)
Anno 2070 (heard it is good, but I have no opinion on it)

Another addition to ExESGO's list.
Wargame: European Escalation. It's like R.U.S.E had a child with World in Conflict. Really nice game and complex, since you have to handle the logistics while trying to outsmart your opponent. SP focuses on 1975-1989 era and cold war units ranging from the Vietnam war to late cold war. (no fixed wing aircraft though)

There's this old town sim game called construction (or construction 2, forgot)

It's a total cunt of a strategy game. Try if you dare.

Fucking casuals.

Oh it's called constructor.

http://www.giantbomb.com/constructor/61-6315/

Try Haven and Hearth. The learning curve itself will murder you in 10 minutes, not to mention PvPers and wild boars that eat newfags.

The Dawn of War Series (DoW, Dow: Winter Assault, DoW: Dark Crusade, Dawn of War II, DoWII: Chaos Rising, and DoWII, Retribution)
With Dark Crusade, I highly recommend the Firestorm Over Kronus mod - it literally changes how you play the game.

Chess.