The two GBA Fire Emblem games are my standout, with Fire Emblem (aka FE7) being about as close to the ideal as any game in that genre could be. It's a shame that newer fire emblems will never again be capable of that quality level, just from lacking the GBA's amazing battle sprites and animations (on top of everything else that's happened to the series since then; real shame about the total mess that they put out on the gamecube). FE7 also happens to have the most well-realized final battle level in any game I've played, turn-based strategy or not.
Disgaea is unique in a really cool way, but honestly, the postgame elements that make it stand out from the competition are also super-grindy to the point that it's difficult to recommend, since it's difficult not to get bored before seeing the majority of it. The main campaigns are still fun at least, if kinda easy. Makai Kingdom and Phantom Brave are both awesome games from the same studio, and utilize a similar combat system, but with more open radial movement rather than a grid, plus some fairly out-there team/character-building mechanics.
FFT is obviously a standout. Like most of the mechanically interesting FF games, it's less about being challenging or having deep tactical choices and more about making a system that is fun to exploit and break wide open. The Jobs system is always awesome for that sort of thing, and it's arguably the best final fantasy product out there, though I don't know that I'd call it a great tactical game after the first half or so. It stops being about the more puzzle-like optimal choices that make good strategy games tick, and more about how much more overpowered you've become than whoever it is your team is punching at.
The original two Shining Force games still hold up, but they're a very old example of the genre at this point, and mechanically somewhat stiff compared to more modern takes on the concept..... In basically the same sort of way that original turn-based RPGs feel stiff compared to more modern jrpg battle systems. Still great, though; really fun and well-designed.
The original Xcom is still playable, but has always been extremely buggy in a way that usually served to make it a lot more difficult (for better or worse), on top of having an ancient and clunky UI. Go for the Open X-com project (a free re-write of the game from the ground up with tons of UI improvements and bug fixes, though I believe you'll need a legit copy of the original from Steam or elsewhere to run it) if you want to experience the game at its best, or Xenonauts if you want to play a very faithful re-skin.
Good Modern Mentions: New XCOM, Massive Chalice, Banner Saga, New Shadowrun/dragonfall, FE:Awakening, Devil Survivor series. The TBS/SRPG/TRPG/whatever-you-want-to-call-it genre really lives on the strength of its major standout classics, since it's always been somewhat niche and is often not well-executed, but fortunately it's seen a huge revival in the last year or two from both western and japanese devs.
Older games that I've heard good things about but never gotten a chance to play: Tactics Ogre series, Vandal Hearts
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