I'll this Fantasy Wars and Elven Legacy. You must be careful, though, and know that it's not a game where you can 100% it. It's pure strategy like a board game. To won't be able to do everything you want to do like an RPG
Heroes of M&M is good, too. I recommend starting at 1 and working your way to 3. No need to go past 3.
Empire Earth isn't fantasy in genre, but it's totally fantasy. You have neuromancers wizards (priests) and master wizards that can spawn hurricanes, volcanoes, plagues, earthquakes, and fire from their voice and hands (prophets) and hero knights that can take out legions of soldiers (heroes). Light fantasy, but fantasy. It's really good.
I also loved Warlock 1 and 2. It's a lot like civilization. But it's also very easy. The AIs not terribly smart. But it's still a lot of fun to play. And if you play with others, you'll be challenged.
Part 1 is easier to understand. Part 2 adds content and multiple dimensions/realms and some neat deity stuff.
There's lots of good Warhammer games, too.
The Lord of the Rings games are pretty good, I think. But I got bird with them too quickly. Even so, there's some nice moments.
Those are probably my favorites