I used to play it a lot, and loved it. You should try out some of the story-line based scenarios/ campaigns if you want more depth - useful to learn about historical events too.
The AI can be set quite high, or play online for a nice community.
Similar is Dicewars:
http://gamedesign.jp/flash/dice/dice.html
Singleplayer, free, looks simple but has surprising strategic depth to it. I used to lose all the time now beat the AI 80% of the time on hardest settings.
For more challenge, I sometimes play the online muliplayer version, kdice, but it has a clunky interface and is slower so I rarely go there.