I have just have three rules:
1. The game has to be complicated, and deep. But also make the basics easy to understand.
Yes I am asking too much, but there are games that I think succeded in this area. One fo my favorite was the Earth 2150/2160 series.
2. Enviorment effects your decisions. Your decisions effect your enviorment. They should be a combination of difficult, medium, and easy decisions.
The Civilization games, and Alpha Centauri have done a great job of this I think.
3. Finally... this is probably my most important rule. It is possible to win the game by using more than one or two Strategies! If you have to use multiple strategies to win the game.... even better.
Best game I can think of that describes this is Earth 2150/2160 series. I will use Earth 2150: Moon Project as an example. Some examples of different strategies 1) fortifying and building long range high powered artilery (good for opponents who rarely scouted) 2) Dig tunnels and deploy units behind the enemy defense (if your oponent used the traditional forward defense strategy) 3) Try to research bombers early on, and criple enemy resource production by bombing the hell out of any attempts to expand 4) Scout and find out what weapons your opponent is producing and then produce countermeasures (if your opponent is producing bombers research AA missiles, AA guns, AA plamsa cannon, interceptors, etc. if he is favoring the long ranged heavy artillery build cloaking devices so he doesn't know where to shoot, dummy targets so he wastes ammo, and produce bombers/mobile artillery to take out his artillery, if he is slow to research shields research plasma/lazer/emp/tesla cannons and role over him).