http://www.gog.com/gamecard/expeditions_conquistador
This is a TBS game that, per the developer, is 'It's kinda like if you took Jagged Alliance's combat and crammed it into King's Bounty'.
Here are excerpts of reviews: http://conquistadorthegame.com/press/
Here is a review from Softpedia: http://www.softpedia.com/reviews/games/pc/Expeditions-Conquistador-Review-357013.shtml
Here is the manual: http://logicartists.com/dl/ExpeditionsConquistadorGameManual.pdf
The game seems to focus more on tactics, but there is a strategy layer there as well. I liked what I saw for the most part; there are some issues with the UI that kind of bother me while getting the quests and backstory, as well as difficulty finding out where I need to go to begin the next quest, but right now those are moderate concerns for me. I really enjoy the gameplay.
Some may have issues with the historical period and the accuracy of the game, but in my brief time with it, it was very enjoyable.
It is available on Steam, Gamersgate, Desura, GMG and GOG currently (if you are interested and all other things are equal, consider buying it from GMG; per the developer, they get a larger percentage of the sales from GMG compared to the other distribution platforms).