How about Call of Duty? Or some Navy Socom game? But honestly I really enjoy 3rd person shooting games like, Dark Mirror or Logons Shadow. Maybe GTA (Grand Theft Auto) will be good for you. You have to conquer territories, make and grow your own business, and you can hire muggers etc. Enjoy and Happy New Year!
First, do you want it to be a shooter or strategy game? (some games of both kinds let you command armies and conquor territories) but if you are looking for strategy let me recommend Tom Clancy's: End War which sees you as the commander of US, Russian, or European forces in a fictional World War 3. it has commanding soldiers and conquoring territories. so you should try it out. (there is also a xbox360 version) but if you want a shooter than you should take code blue's advice. happy pwning!