Trails of Cold Steel. The microlevel combat is multilayered. Rather than just using a basic attack command, characters have different attack skills (called crafts) with different damage potential, AoE shapes and ranges, effects, and craft point costs. You can also move your character around the battlefield at the expense of not being able to do anything else on your turn, and positioning can become very important when trying to avoid enemy AoEs while also stacking close enough together to benefit from AoE buff crafts, or to hit as many enemies as possible with your line AoE crafts, drawing aggro from bosses and face them away from the group, etc. There is also a turn order that can be manipulated by using buffs/debuffs to increase/decrease character's speed, and attacks that can be used to delay an enemy's turn. There are also turn order bonuses that you want to snag (+100 CP, for example, or a heal) or try to make sure land on your enemies (like losing all of your CP).
The only issue is that the game designers did not balance the CP costs of the crafts in a logical manner, so when it comes to only dealing pure damage, there are objectively better crafts than others, but most of the time on the hardest difficulty I'm spending a lot of time trying to consider "hm... do I want to use this craft to interrupt an enemy's cast? Do I want to try to delay him? Do I want to roll the chance of the enemy being hit by freeze? Do I instead try to buff up to tank through the damage he is about to inflict?" etc. Sadly, in the new Kuro no Kiseki games, moving a character around is a free action, so you can move and use a craft on the same turn, which greatly diminishes the difficulty of those games as you can so easily get into perfect position (in addition to the lackluster boss design).
Sakura Wars 5 and its spiritual successor,
Valkyria Chronicles. Great mission design. Missions where you have to blow up a massive, seemingly unstoppable supertank that crushes anything in its way. Missions where you have to blow up a bridge while being shot at by an armored train on top of it. Missions where you're fighting against a huge boss mech while on top of a train in a subway tunnel with little room to maneuver. Missions where you need a team to hop onto a surfaced submarine and blow up some stuff on it and then jump off before it submerges again. Etc. Only issue is that in the first VC game, you're usually trying to capture enemy bases, so the best strategy is to deploy most of your team as scouts as they have the longest running distance, and a scout's bolt action rifle and grenade is sufficient to capture most bases singlehandedly. Addressed in VC4 where you have a lot more complicated missions such as defending a base from high HP bosses or trying to assault a heavily defended position where you can't just rely on scouts. You actually want to use assault troopers who have less movement range and are more vulnerable, making the game much more difficult.
World of Wacraft raid encounters. There are some really cool fights, like the Gunship battle where a team has to detach from the raid and go jump over to the other airship to assassinate the enemy commander. Spine of Deathwing where the raid is having to cling onto the back of a dragon while he is rolling trying to throw you off. The Dark Animus encounter where you have to carefully manage the flow of anima from smaller golems to medium and bigger sized golems, trying to delay the filling up of the boss' anima tank for as long as possible. The Siegecrafter Blackfuse fight where a team has to detach from the raid and hop onto the conveyor belt and destroy 1 or 2 out of 3 inventions, and the surviving invention does something to the raid (ie a magnet that pulls the raid towards AoEs). Operator Thogar where you're having to dodge incoming trains. The Sylvanas fight where you're chasing her across the giant chains. Etc. I haven't seen any cool fights like this outside of maybe Sakura Wars 5 and the Valkyria Chronicles games.
I really like Mount & Blade Warband. Sunk hundreds of hours into it, but unfortunately the combat is only really interesting during the earlygame, when you have small numbers and don't have elite troops yet. That is when the game is most difficult and you really have to think about your positioning (trying to force enemies through chokepoints, or making them walk slowly uphill, trying to position/layer your troops for maximum coverage, etc), what weapons they are wielding, splitting your forces so you can perform flanking actions, etc. But once you get 200 or so guys and elite units, the game pretty much devolves into archer spam or leading cavalry charges as a death ball and smashing into the enemy over and over. The castle assaults are the worst as everyone walks up a ramp in a singlefile line getting mowed down by archers.
