Xbox - Dai Senryaku VII - My favorite right now
GBA SP - Final Fantasy Tactics
N-Gage - Pathway to Glory
PC - Half-Life 2
Mac - Unreal Tournament 2004 and Ghost Recon

Holding off on the PSP till it gets some decent strategy titles under its belt. Considering getting a PS2 because it already has good strategy title under its belt. Then again, I've been considering the PS2 since it came out...