This depends on how deep you want to dive into some niche gaming. Paradox Interactive games like Europa Universalis III plus the 4(!) expansions, Victoria II, and the Hearts of Iron series are fairly more detailed than Civ-style games. They have a fixed world map, and you lead your selected country through as many as a few centuries or as little as a dozen years (in HoI) of history. They are sandbox-style games kind of like Civ, but they use a pause-able real time system. Instead of managing cities with improvements in neighboring tiles, you have irregularly-shaped regions with various resources. Diplomacy is definitely more involved in these games than with the Civ series.
If you are a fan of classical-style wargames, then AGEod is the studio for you. Not too popular on these boards, but I love them. They are fairly realistic wargames usually depicting a major war (i.e. Russian Civil War, American Civil War, Seven Years War, or a "Wars in America" pack that covers the F&I War, American Revolution, and the War of 1812). You appoint your generals, develop a chain of command, march your troops to their objectives, and make sure they don't starve. However, you don't fight the tactical battles, the generals you appoint do.
It sounds like they took the most fun element (the tactical battles like in the Total War series) out of the game, but I find it builds up tons of suspense and it prevents you from using cheesy exploits. The real-valued units are also a plus, so instead of having generic battalions like you do in Civ you are ordering around regiments, brigades, divisions, corps, etc. with thousands of troops that you have organized yourself.