Started acquiring and playing Axis and Allies Miniatures last week. This seems like it will be a lot of fun. It has more scope than the board games and a lot less tedious rules than something like Advanced Squad Leader. The miniatures are pretty cool as well.
Axis and Allies game home page
Miniature enthusiasts on the forum may wish to have a look at the pieces though they will of course not be up to the standards they adhere to.
I have read posts about the game that describe it as wargaming 102 which is pretty accurate in my opinion. The collectable angle may end up being a bit tedious but I don't have to paint my own or pay someone else to do it for me.