A good strategy game to buy during the steam sale?

I'm quite a big fan of the Paradox Interactive Grand Strategy games. Crusader Kings 2, Europa Universalis 3, Hearts of Iron 3, and Victoria 2 are the most well-known, and each is quite enjoyable.

Can I mention Crusader Kings 2? :)

Though you might not want it because it was 75% until yesterday. Maybe it makes a comeback next week.

Also, Paradox is known for its strategy games, and they have a $49 pack with all their collection.

EDIT: Ninja'd

Defense Grid, I know, it's only Tower Defense, but it's still one of the best strategy games I played in years.

Total War Shogun 2 and Toy Soldiers. Both games are the most fun I've ever had playing a strategy game.

AI Wars :P Best comp stomp games ever but be warn that one match can take 10+ hours. You can save it though, but be sure you gather up some groups of guys to play with.

I'd say Might & Magic: Clash of Heroes off the top of my head, was quite a fun game :>

Age of Empires 3 is quite interesting.

Try to get some info on Patricians 3, it might fit the bill. I was looking for Darkstar One and came across a super cheap bundle (like $2) including Patricians 3 (strategy), DarkStar One (Space Shooter) and another game.

Otherwise try the classics like Anno XXXX, Age of Empire, Command & Conquer, Starcraft, etc.

Also, if you're looking for something a little different you might want to try 4x games like Galactic Civilizations 2, Sins of a solar empire, Imperium Galactica, Homeworld, etc.

If you aren't necessarily looking for Real Time Strategies, then grab King's Bounty with all the expansions. This one is single player only though. If you want multiplayer too, then Might and Magic Heroes VI. This one has some of the worst DRM ever though... Once you manage to get it up and running on the other hand... it's extremely good. (Or you can buy Heroes of Might and Magic III Complete on gog.com, slap an HD mod on it, enjoy and retro goodness.)

Warlock has not been mentioned yet

I always wanted to play Universe at War since it's release, sadly I never could. It looks like an interesting game.

Endless Space is still expensive, but it looks awesome.

American Conquest

Wargame European escalation, great game. Also try RUSE

Age of Empires III, and the first Dawn of War!!!

Borderlands, L4D2, Payday

company of heroes?
y/n?
why?

Galactic Civilizations II: Ultimate Edition, and Frozen Synapse

World in conflict is pretty awesome, get it with the expansion

Hearts of Iron II/Darkest Hour/Arsenal of Democracy
Crusader Kings II
Europa Universalis III
Victoria II
Command & Conquer (any of 'em)
Age of Empires (any of 'em)
Company of Heroes/Dawn of War

No one mentions frozen synapse? seriously? buy it now.
edit: there we go. ninja´d

Star Ruler

Men of War, Company of Heroes (I prefer Men of War), Dawn of War, Crusader Kings 2, Europa Universalis III, Victoria II, The Total War Series (if you can only pick one go with Rome: Total War; if you can get at least 2 then i would pick up Medieval 2 as well)

PARADOOOOOOX! Loving their grand strat games. Even the old and crusty Crusader Kings 1.

I think all the new ones I know about have been mentioned already. Why not some oldies? GOG is having a sale on some really good ones. (personal highlights) Battle Isle Platinum, Settlers 2, Panzer General 2.
Just remembered some oldies on steam. Probably not interested, but... Sword of the Stars 1 Complete, Blood Bowl: Legendary Edition, King Arthur: Roleplaying Wargame.