I would second Xcom and add: unlike other strategy games, where each character is a nameless unit, Xcom names your units. Not a big deal, but it is a big enough change where you start to create your own stories, even in your head, for the characters. Playing the game in a not easy game mode, causes you to lose soldier from time to time. This really heightens tension when certain characters die, whom you remember, and when some miraculously live. Its a very small, yet somehow meaningful addition to what would otherwise be an endless sea of soldiers.