The Warlords series is an all-time classic. It predates the Heroes of Might and Magic series and therefore lacks some of the features introduced there (notably the combat system), but in its time Warlords was the gold standard for fantasy turn-based strategy. My brother and I played Warlords by email for years. As a bonus, the game editor that comes with Darklords Rising is fun and flexible, if you like creating your own scenarios.