Oh, someone answered in this thread...
I had no idea...
There's actually quite a difference between 4X (which usually start with one city/planet and lots of unconquered/neutral lands) and Grand Strategy which mostly have most of the world already settled and generally more of a historic or plausible setting.
Here's a wikipedia list of Grand Strategy games.
http://en.wikipedia.org/wiki/Chronol...gy_video_games