I am a huge fan of grand strategy, and can play those kinds of games for hundreds of hours without getting bored. Sadly, there aren't a lot of options in the genre. I discussed this with @Boukert a while ago when we were looking through Steam for games. Outside of the Paradox games like EU4, HOI3, CK2 etc. there are only a handful of other decent games.
This means you're generally stuck with one of the following three options:
- Real time strategy
- Real time strategy with pause
- Turn based strategy
The first PC games I played were RTS games. The Total War series is awesome, and Rome Total War might even make it into my top 10 games of all time. The single player was fun, sandbox fights were fun and it is the only online RTS game that I was able to play and not be immediately destroyed by Koreans. There are other games floating around now that are similar - such as Ultimate General Gettysburg, which was actually made by someone from the Total War modding community.
The other options are lacking though. I am convinced there isn't a single good space strategy game that exists, unless you're including FTL. FTL is a decent game but it suffers from the same problem a lot of other games suffer from. You need to pause every 2 seconds to figure your shit out, so the game constantly stops and starts again.
An alternative is stuff like Starcraft, or even something like Cossacks. Resource based RTS, where the only "strategy" that exists is performing actions as quickly as possible. This of course means that you will be inevitably gangraped by Koreans if you try to play online, so you're stuck with the campaign or skirmish mode. Half of the campaigns in these games are terrible because they put too much time into making the multiplayer, so if that's the case then you're stuck with skirmish mode.
Turn based strategy is pretty solid. You know exactly what to expect most of the time. Final Fantasy is one of my favourite games, but the games also highlight a massive problem with the genre. All of the games from 1-10 have the exact same battle system, the one used in Pokemon basically. Pick an option, end turn, get attacked, repeat. As the games went on, they introduced some QTE elements that slightly improved the gameplay and made it a bit more interesting. X-2 introduced a battle timer that has been used in every game since. Essentially, each character has a specific amount of time to wait after they have performed an attack or used an item, meaning that sometimes you will be attacked twice before you can attack once. As far as I can tell, everyone absolutely hated this, and Square Enix has continued to fuck with the battle system in increasingly ridiculous ways ever since.
So in short, grand strategy doesn't have enough games, RTS puts too much emphasis on speed over strategy, RTS with pause doesn't flow very well, and turn based strategy has repetitive gameplay. But if you change it, people will hate you for it.
Fuck Koreans.
This could be a small part of it. I am much better at strategy games that aren't based around speed. It is mainly just stressful though, and I don't see the point in playing something that isn't enjoyable. When someone uses the term "clicks per second" in relation to a game, I can guarantee it will piss me off without even having to play it.
I have played Sins of a Solar Empire and didn't enjoy what I saw of it. I got it for the Star Wars mod but couldn't get it to work, then when I tried the main game I thought the UI was gross and the battles were slightly lacking. There is a space game that looks pretty cool but I can't remember what it's called. It is a bit like EVE, but more hands on and squad based rather than MMO.
If you're looking for something a bit different I would recommend Creeper World 3. It's tower defence, but also with resource gathering and multiple different layers of strategy are involved in the gameplay. You can go for speed and you might get lucky and win early, but most of the time it backfires horribly and you lose. I have spent 3-4 hours trying to finish some of the harder levels.