Okay let me explain this term grand strategy properly. It's not a genre like you guys know. It's just a category for
strategy games. It doesn't mater if it's turn based, real time or a 4X game. It's also not something exclusive to video games and can apply to board games(most of this are oft used wargame terms).
Strategy game primer...
There are three levels of strategy games
1)Tactical level games/wargames
The classic wargame is Advanced Squad Leader(which is really a system). These games are about specific scenarios. Much smaller maps. All about tactics and movement. In PC Games you have the Panzer general games or heck even Men of War(RTS). Half of X-COM is this.
2) Operational level games/wargames

Obviously much bigger maps. Here you are commanding armies on a much larger geography. Things like supply lines become a lot more important than tactical level games. A lot of wargames are operational level games where you play the general. I would say there is hardly any pc game based on operational level unless you look at stuff like Rise of Nations or something that has elements of grand strategy in them(a lot of PC games are hybrids and it's hard to find a pure operational level game). A lot of wargame conversions though. Perhaps the latest ubisoft RTS RUSE falls into this category. Also I would put the ancient pc strategy game, hegemony: Philip of Macedon into this category as well. The other half of X-COM is an operational level game.
3) Grand strategy
Grand strategy is when you control a government. You are not just dealing your troops or a military campaign but also things like government policy. You are governing a nation/faction. A lot of PC strategy games(like the ones you have pointed out) fall into this category with some weird hybrids. Civilisation games also fall into this category.
Of course Total War you have the grand strategy and tactical level. And Hearts of Iron is a weird series. It's very operational level yet has a lot of grand strategy aspects to it, which still makes it, in my book, a grand strategy game.
Added on December 9, 2010, 3:22 amPS : It also doesn't always have to be a wargame. Heck I suppose Simcity and city building games are operational level strategy games. You can test this out. All strategy games will fit into these 3 categories or have a mix of them.
This post has been edited by frags: Dec 9 2010, 03:23 AM