I haven't played in over 20 years, but I keep the games because.....I'm not sure, but I can't get rid of them.
I have a lot of the old Avalon Hill games: Luftwaffe, Panzer Leader, PanzerBlitz, Third Reich, Blitzkreig, and Alexander. Those are the ones I can remember off the top of my head.
Third Reich never gained the popluarity of the others, I think, because it was just too much. But, it's a terrific game. As far as the most fun to play, it's hard to beat Panzer Leader or Alexander. Man, the hours I wittled away playing those in college......
Jumping onto your topic, hope you don't mind. I have London's Burning (Battle of Britain), Stratego, BattleTech, Richtofen's War (WWI flying aces), The Korean War, Shogun (feudal Japan), and Diplomacy (pre-WWI to WWI diplomatic/military game). A nearby friend has Fortress America, which is also very good (future US being invaded by leftist world).
My favorite is Shogun, although I haven't had a chance to play my Diplomacy game yet... it is a game for up to 7 people, and I never have more than 3 people who want to play it. I have the video game version that I soon plan to try out.
Munchkinism* has been a bane of gaming for decades.
*If you have to ask, you're not geeky enough.
Hopscotch, Go Fish, and Pin the Tail on the Monkey.