Everyone's favorite strategy game is really a game of luck and nothing but luck. I'll stop there before it becomes a rant.

I love board games though. One of my favorites is Formula 1, for its simplicity and speed. I quite like cooperative board games like Atlantis Rising and Forbidden Desert. It's typical but I've always loved Monopoly too.
To answer the title: Star Wars: Edge of the Empire roleplaying game. It's okay, I like the unique dice system (much preferred with a computer program though over actual dice -- a lot easier to figure out). I've also played a crapload of D&D in the Forgotten Realms setting primarily.