1. Advance Wars
Not only is Advance Wars easily one of the best tactical RPGs of all time, but its bright, cheery style belies a more realistic take on combat in contrast to the genre's usual fantasy-centric fare. Instead of controlling fanciful mages and paladins, you manufacture and deploy all manner of ground-, air-, and sea-based combat units, like infantry, tanks, missiles, transport copters, bombers, fighters, subs, and so on.
Despite the array of weaponry at your disposal though, the CO characters are really what set Advance Wars apart. Not only are the COs endearing and memorable as characters, but each wields special powers to suit your personal playstyle. For heavy-hitting brute force you could go for direct combat specialist Max, or if you'd rather infiltrate and capture enemy resources to succeed, you could go with infantry specialist Sami. Some tactical games fall into the trap of having an optimal strategy you can exploit again and again, but experimenting with each CO's power really does yield results. The difficulty level is spot-on, too--Advance Wars manages to be nails-tough without being punishing, which is a rare feat among its peers.