For me it was between Total War and AOE. I chose Total War in the end because a huge problem i thought with AOE was that by the time you got to the latter ages i developed a huge problem of the AI spawning a constant stream of enemies towards my invading armies, so i constantly spawned armies back at them- and in the end tactics wise it looked like a badly planned WW1 battle where everyone dies.
In the end i found the only way to defeat more challenging eniemes was to either bombard them to oblivion with cannon gallions, or likewise bombard them to oblivion with a small army of trebuchets which could quickly take out enemy buildings before the enemy could spawn more units from them.. Not saying that A0E is a bad game, its good- but its not exactly a tactical game. Coming to think of it, Rise of Nations had exactly the same problem.
In Total War you had to use tactics if you wanted to win, flanking maneuvers are often necessary to win a battle, the various unit advantages/disadvantages are more sophisticated that A0E, and rather than control individual units you controlled more realistic formations of troops.
Never really been a fan of chess, admittedly because i was never that good at it. I don't think you can compare Chess to the strategy or tactics used in war games.
You can't exactly use forests to ambush any enemy bishop, nor can you demoralise a bunch of pawns by launching severered heads, rotting cattle and flaming arrows at them. You carn't guard your knights flank by use of say a river or a cliff, you have to reley on other units to do so, and you can not exactly hide that covering unit in a forest... and watch in sheer delight as your cavalry smash into the exposed reward flank of an enemy spear formation. Nor can you use ranged weapons against your enemy, you carn't use hills to your advantage... I could go on and on lol XD Oh, at least you don't have an economy to worry about.