Are you aware that Axis and Allies now comes in several different versions too (board games)?
Have you seen the Axis and Allies RTS edition for PC (no I am not suggesting it is special, but I have seen it myself at least).
Looking for grand strategy, but a bit more detail eh.
Gary Grigsby's World at War: A World Divided, is the whole globe, slightly more wargame, not exactly a brain bender, doesn't take forever to play. Worth your looking into it.
If just European Theatre is ok, the now older release Strategic Command is good for being honest simple fun. But don't expect the AI to be a challenge, so you will need to play it hotseat against a friend or online ONLY against a friend you REALLY trust (I say that, as it is VERY cheat friendly).
Commander Europe at War is basically Strategic Command with a lot more polish. I refuse to suggest Strategic Command 2 on the grounds the game failed the wargamer. It's NOT an improvement, and I don't care what anyone else has to say about that.
Now in board gaming itself. I have not had the pleasure of the cash to get it, but Tide of Iron looks soooo wantable
And I highly recommend Risk 2210 if you can find 2or 3 additional warlike buddies that would normally enjoy Axis and Allies.