[a3089268]

Have a look at Paradox Development Studio games: http://en.wikipedia.org/wiki/Paradox_Development_Studio I'd recommend EU4 if you're new. Next to it, Civilization looks like a game for kids.

[tP5n]

While I absolutely love EU4 (and CK2 by the same dev), it is not a turn-based strategy game and its scale is different from the Civ-likes (not 4X either).

If one is after a modern turn-based game I'd still recommend the new Civ and XCom games by Firaxis.

[vacri]

EUIV is definitely a 4x. There's exploration, expansion, exploitation, and extermination. Almost every game will have the latter three, and depending on which country you play, the first item can be either fundamental or irrelevant.

[angersock]

Hearts of Iron II broke my brain.