Has anyone played or ever heard of Blitzkrieg?
http://gamespot.com/pc/strategy/blitzkrieg/index.html
I personally think its one of the best WWII strategy games available, having the power to choose Germans, Russians and Americans and play their respective campaigns with tanks, artillery, infantry and the airforce. Each unit has different type of commands (similar to Age of Empires), which makes it realistic.
This is my current status in the German Campaign (In in the Eastern Front) :