Ring of Red was a real gem. The timed-fire system was nail-biting like little else I can think of before or since.
Another vote for Disgaea. It really doesn't get any better than that.
Surprised no-one's mentioned silent storm yet. An incredible slice of strategic shoot-me-do, and the best ufo/jagged alliance-style tactical action since, well, Jagged Alliance 2. You'll also get bonus stompy power armour towards the end but, alas, 'tis a bit gash.
I didn't get along with Gunrox at all. The step-step...step... ...step-step rubbish walking thing may have soured my opinion somewhat, as I'm fickle that way. I've been meaning to give the splendidly named
Bang!Howdy a bash, but haven't got around to it yet. Seems promising on the more casual side of things.
Another great one that's nowhere near what you mentioned while still being very definitely a tactical RPG is uber-beardathon Temple of Elemental Evil, which has a tremendous tactical combat system buried underneath the shitty town sections and dishwater-dull plot. Essentially pure Turn-based Dn'D in computer form, complete with a baffling array of options. Get it with the circle of eight fan patch, as the core game is legendarily broken.
Wesnoth is indeed a good'un, but just a little too random for my liking. And from what I've played of the new King's Bounty, that one's definitely worth a go. Just imagine Heroes OF Might and Magic, but good, very good, and
completely hatstand with it.