Final Fantasy Tactics is one of my favorite games ever.
Too bad it's so easy.
I didn't like Disgaea, and Tactics Ogre: Let Us Cling Together is the only game that got me mad enough to throw my controller hard enough to break it.
I might try Valkyria Chronicles though, I hear it's fun and it has Vyse, Aika, and Fina in it, so what's not to love?
Advance Wars, but it's more of just a turn-based strategy game. They're for GBA and DS.
Super Robot Taisen games are TRPG/strategy.... though they can be kinda hard. Two of them were released in English for GBA.
Drone Tactics looks interesting. I haven't played it myself, but it's for DS.
There are also a bunch of Fire Emblem games on the Nintendo systems.