Yeah, that Grigsby title is an extraordinary game. The interface is less than intuitive (e.g., "Why didn't you tell me that invading Eastern Poland would bring the U.S.S.R. into the war the next turn?"), and there's some critical information that lives somewhere in the back pages of the manual.
BUT, if you understand WW II and save often, all the things in there make a lot of sense and it does a great job of posing strategic challenges to you. And if you play with Automated Supply, it's not too micro. It felt to me like the old Avalon Hill Classic board game Third Reich, but played on steroids and with a much more robust production system. I also really like the fact that you can play as one of several nations (e.g., the US and UK are treated as "Western Allies", but you can play them and automate the Russians and Chinese) but still enjoy spectating what goes on around the world.
Strategic Command: WW II World at War is fun, but I can't say I've played it too much. It was A LOT more manageable than HoI IV.
Honestly, I really wish somebody would come up with a credible AI for something at the beer & pretzels level of Axis & Allies. While nobody will confuse that game for a wonder of simulational complexity, it sure is fun romp. I played Triple-A for a while, but the AI just could never figure out how to guard against amphibious operations.