Not a strategy game, but I do recall Shining Souls 2 being pretty fun.
Jagged alliance got a DS port but apparently it's not a very good port.
That being said, if you're willing to go PC, Temple of Elemental Evil is a very-excellent AD&D based dungeon crawler/turn-based-strategy game, although it is really recommended you play it with the circle of eight modpack. Game's around 6 bucks from various online retailers.
Uh, what else... Jagged Alliance 2, the first three X-Com games... Those are all more tactically-oriented strategy RPGs. JA2 is more story oriented and the mercs have personalities and stuff. X-Com only has generic units, if that's something that matters to you.
You could also try looking into stuff like Heroes of Might and Magic 3, the Age of Wonders games, and Lords of Magic, although the focus on those is fairly different, though they're still strategy RPGs at their core.
Did Arc the Lad 2 recently get a PSN release? I adore that game. Its progression is closer to a typical RPG though and it's somewhat open-ended.