I still played board games up until my "gameroom" became my daughter's bedroom almost two years ago. My most recent favorite was Avalon Hill's "Advanced Third Reich." I also have it's sister game "Rising Sun" which is the Pacific version of ATR. I had an old, flat door acting as my table, and it was just large enough to have both maps out at the same time, allowing me to play a true global wargame.
Of course, I was always playing against myself . . . finding someone who had the attention span necessary to go through a set up phase, let alone actually learn the rules to an Avalon Hill-type game, has been a challenge I have been unable to meet.
Speaking of long set-up times, the game that has got to be among the most time-consuming to set up, let alone play, is "Pacific War" by Victory Games. It has short scenarios you can play in a couple of hours, but to play the campaign has a listed "postulated playing time" of 95 hours. The game itself is an absolute bear to set up -- I always ended up spending at least two days just to get the pieces in place. The best quick example I can give as to why is the ports. You have a map that spans Alaska to Australia and Hawaii to India. Locations are pre-printed on the map with names. But, because ports can change hands, each port is represented by a die-cut counter that is blue on one side and yellow on the other so you can flip it to show which side owns it. Airfields were also die-cut counters. The units themselves were from divisional to batalion size units for land units, a "step" for an air unit represented about 15 planes, the ships were single ships for CVs and BBs, two ships for CA and CL, and six ships for subs, DDs, DEs, etc.
Squad Leader had been another favorite of mine for a long time, but I never bothered to "upgrade" when they went with "Advanced Squad Leader." So, I had the original through Anvil of Victory, but nothing beyond that. At least with Squad Leader, you had the ability to set up and play a game in a relatively short amount of time.
For pure playability, a company called "The Gamers" did a good job with games like "Stalingrad Pocket" and "Afrika." I have another of their titles called "Hunters from the Sky" which is the invasion of Crete, but for some reason it has never made it off my shelf.
For true solitare games (instead of trying to force myself into schizophrenia) I have "London's Burning" and "Guadalcanal."
And finally, if you like the very-easy-to-play Milton Bradley type games, check out Fortress America or Samurai Swords. They are not World War Two based, but have the same type of quick action and easy to learn rules as the original Axis and Allies. (I've never had the pleasure of playing any of the expansions, so I don't know how much more comples the old AvA may have become over the years.)
Almost forgot -- yes, I also have the obligatory Panzer Leader and Panzer Blitz, Guns of August, Blitzkreig, and several others.