I don't believe axis and allies is super complicated; but heart of iron 2 is probalby more complicated than i would like.
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I don't think any of the games you mentioend actually have TBS combat. I'm thinking something along the lines of total war but instead of RTS combat TBS combat.
You're talking about
TACTICAL strategy. Which is moving units in a BATTLE. That's not what Risk is. Risk is
Grand Strategy, involving moving entire armies around maps and regions.
As far as my post goes, actually, yes, several of them have "TBS" TACTICAL strategy. Any of the AGEOD games, for instance, are all turn-based.
If you're looking for moving individual men and regiments around maps during a battle turn-based, hands-down, the best games on the market are the Combat Mission games.
The later games, like CM: Battle for Normandy, can be played in real-time, turn-based, or WE/GO (semi-turn based), depending on your preferences.