Check out Supremacy-its a mix of Risk and Diplomacy.
Closer to risk really, but its a class board game, 4 players ideal, but do able with 3.
The board game KingMaker is a classic, quite long, but excellent strateg game.
Brittania is EPIC will take you all day, but its brilliant.
Civilization (the board game from Avalon, pre-Sid Meier) is excellent but again it will take you all day.