If you're looking for entry level games into the turn-based tactical genre, you can't go wrong with the latest XCOM. It's got enough depth to still be fun, but there's an easy mode that lets you learn the ropes and acts as a good primer for most turn-based strategy games of its kind.
If you're willing to go a little old-school and ramp up the difficulty, I cannot recommend Jagged Alliance 2 and Silent Storm enough. In both games, you recruit a squad of mercenaries/soldiers and fight it out with increasingly difficult soldiers. Jagged Alliance 2 is definitely the more polished and fun of the two, but Silent Storm has a lot of great touches, like destructible buildings. Both are available on GOG.com and regularly come up on sale.
I'd also recommend Civ V as a turn based 4X game. These typs of games don't necessarily focus in on turn based combat (though that's certainly an option if you want to try to pursue a victory that way). You're essentially building a nation from the ground up and have to deal with many other countries trying to rule the world. It looks complex at first, but Civ V is remarkably accessible, particularly on its easiest settings. It's still supported and has a new expansion coming soon, but I'd recommend starting with the base game and then picking up the expansions once you've learned the ropes.
On the PS2, I really enjoyed Front Mission 4, which is a turn-based strategy game featuring mechs (or robots, if you prefer). It has some complexities, and frankly, it's not the best looking game, but I think the gameplay is solid as hell.
Gladius, on the PS2, is a freakin' awesome turn-based strategy game featuring a Greco-Roman theme. I wish this game had a modern sequel, I really do. It's pretty darned accessible, and at around $15 on Amazon, it's a good deal, too.
On the 3DS front, I'd recommend looking to the DS catalogue, particularly for Final Fantasy Tactics A2, which is both accessible and really fun. It's got more of a juvenile look and feel to it, but don't let that stop you from giving it a shot. There's enough content here to last you dozens of hours, and it's one of my favorite handheld games of all time.
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