Anyway, if you own an Xbox and like Military Madness, be sure to pick up Dai Senryaku (Modern Military Tactics). Takes a while longer to get used to but well worth it due to it's almost infinate replay value.
Hm...well, I haven't played the Xbox version, but from my experience with past Daisenryaku games (the series goes all the way back to the Famicom) would indicate that is super amazingly complex, and lacks the sort of "pick up and play" charm of games like Nectaris, and Advanced Wars. Its a great series for sure, its just...something else.
In the realm of hyper complex strategy games I recommend Ghiren's Greed. Its a game based on Mobile Suit Gundam and its soooo friggn great. Its been on SS, PS, DC, PS2, and Wonderswan. It may be on something elese, I'm not sure. Totally unlike other Bandai STG titles, you spend loads of time bribing people, blowing money on R&D, etc. The only thing that sucks is than you can get all the way to the end and not have the resources to win the war. This happened to me in the Saturn version, so I recently bought the DC version so I can go through it again.