Eador. Imperium Empires decided by four fates

You rule a realm split into provinces, each guarded by locals you can beat in battle or win over through diplomacy. Take a province and its gold, gems and special resources like iron and mithril start flowing, feeding new buildings, units, spells and rituals. Every province takes three different buildings, the stronghold holds a huge and expensive list of upgrades, and exploring can turn up dungeons, quests and rare schematics. The point is that every choice costs something: gold spent on a barracks is not spent on a mage tower. It rewards planning your playstyle before the first province even falls.