The "Sony Games" forum, which includes Retro Game Reviews, has been archived and is now read-only. You cannot post here or create a new thread or review on this forum.
Eye Of Judgement is strategy, but it's also a card game. It comes bundled with a Playstation Eye (the new eyetoy) and includes real cards. Not my thing, but others have said it was a great game.
Civilization Revolution - you can download the demo of this on PSN at the moment to try it for yourself.
Dynasty Warriors 6 - More fighting and some strategy, quite fun if you get into the whole stats side of things.
PixelJunk Monsters - Quirky PSN title, can download a demo from PSN stores.
Bladestorm - Another one similar to the Dynasty Warriors idea - again, demo available on PSN.
Other than that, on the strategy front the PS3 is still catching up on the 360's larger catalogue.