Other people have mentioned Paradox several times, and they are unquestionably the big name of the grand strat genre. Their main games are:

• Hearts of Iron. WW2 setting, pretty much exclusively about war. If you want to flex your strategic skills, this is the one to get.
• Victoria. The 100 years before WW2. Primarily about industrialisation. Victoria games have by far the most in-depth economy systems.
• Europa Universalis. These ones are about the era of European colonialism, spanning three to four hundred years with the Napoleonic wars at the end. EU4 is pretty the most like a Total War campaign map in feel.
• Crusader Kings. 700 years of feudalism. The map in these ones is limited to Europe, the western half of Asia, and the north of Africa. Distinct in that you play as a dynasty rather than a country. These ones are the most roleplay-heavy
• Stellaris. This is the only one I haven't played, so I'm afraid I can't say much about it