Axis & Allies is my all time favorite, but I think it makes a better online game than a board game. They should remake it cause the 1998 (I think) A&A was awesome, but a little out dated now.
Also, check out James's Rolfe's reviews for board games... (that's AVGN if you've heard of him).
http://www.cinemassacre.com/category/boardjames/