Suggest me some games!

The Romance of the Three Kingdoms/Sangokushi series, Sid Meier's Civilization series, Command & Conquer series, Just Cause 2, Sin of A Solar Empire+Expansion. You already have Saints Row the Third, so that's covered.

Open world : Mount and blade (warband in priority)

Saints Row The Third or VI or GTA IV.
If you like killing zombies then I'd go with Dead Island or DI: Riptide.
Skyrim? Oblivion? Morrowind? Gothic 1, 2 (+expansion) maybe even 3 but avoid Arcania.
They aren't hard but dunno what mainstream open world games are.
If you're looking for hard to master games I'd go with multiplayer titles.

Jagged Alliance 2, without question. Can't recommend this one enough.

The original Fallout games (1, 2, Tactics) are fantastic.

Galactic Civilizations is a lot of fun, as well.

Open World~
Far Cry 3 (maybe, never played but looks awesome!)
Sleeping Dogs
Saints Row The Third or GTA IV (both nearly complete opposites, you're bound to like one and hate the other but some like both)
Fallout 3 & New Vegas (New Vegas is meh, imo)

Strategy Games~
Command and Conquer 3 & Kanes Wrath
Command and Conquer 4 or Red Alert 3 (maybe, it is an acquired taste and is nothing like a true C&C)
Company of Heroes (I have a lot of complaints about it, but I would have loved it if it weren't for me being so burnt out on WWII)