I'll just write out my favourite PC TBS games
There are a LOT of them for the console or PSP/DS though.
Like Final Fantasy Tactics series, Disgaea series, Fire Emblem series, Advance Wars series, etc..
Heroes of Might and Magic (HOMM) 3 & 5, King's Bounty
3 was the best of the series. 5 is the most recent offering.
King's bounty uses the exact same combat system, but doesn't have the kingdom building/management of HoMM. Actually, king's Bounty the original game came out in 1990! The ones that are out now are essentially remakes 
Another interesting note is that both games were originally made by New World Computing. For HoMM, the rights were sold to 3DO, who want bankrupt and sold the rights to Ubisoft. For King's Bounty, it went to Russian developer 1C Company.
Both are RTS, but have a lot of TBS elements (and are among my favourite games):
- Kohan: Ahriman's Gift or Kohan II: Kings of War
- Sins of a A Solar Empire.
Turn based Strategy with Real time battles:
- King Arthur The Roleplaying Wargame
- Total War Series (I personally think the best one with the most mods is Rome Total War. It went downhill from there, as the AI got dumber.)
Already mentioned
Battle of Wesnoth
Disciples 2
Civilization 4.
Age of Wonders II, Shadow Magic
Fantasy Wars, Elven Legacy
Dominions 3