warmachine, confrontation, DBA are the first one on my mind
you see, my gaming career is differeent from most because i didn´t start with any GW game, instead an add from a Battletech Novel ( good old times ) made me march into something called a gaming store where i fell in love with Rackham. Played Confro as we called it here for years, and was one of the first in my LGS to pick up warmachine. Warmachine is just alot of fun and i love the cryx miniatures
if you looking for a historical wargame thats fun, and fast to play i´d defenetly go with De Bellis Antiquitates. Played it a couple of times and really enjoyed it. Plus you don´t need many miniatures
BTw I know this is suppised to be Miniature games only, but since you guys mentioned RPG´s , i´d like to throw in to card games i recently picked up:
Call Of Cthulhu
A Game of Thrones - great multiplayer modus for up to six people and just very nice designed imho. Plus if you read the books ( i just started ) it´s nice to see how the characters of the different houses are build into it