Huh, now that you mention it, it IS hard to find a good game in that genre, isnt it. There's definitely good ones out there, by my opinion, but not NEARLY as many as there COULD be, for a genre that is pretty popular among PC gamers.
I liked Civ 5 well enough, though the AI leaves alot to be desired.
Fallen Enchantress and it's expansion I like quite a lot, though the learning curve is nasty, and it focuses very heavily on combat, so there's not much in the way of political options. Fortunately the combat system is excellent, but still.
And recently bought Age of Wonders III, I've yet to fully make a judgement on that one, need more time with it.