Heroes IV keeps you up for hours on end seeing what that "next turn" will bring
It seems the main thing with this game is to try to be the first one to raise up a powerful army, and the real challenge is to know where to take your powerful armies, or if you're powerful enough to split your army.
Many maps have very powerful monsters guarding the best treasures. To take those on is many times a risk, as this could allow your competition to get a leg up on you when took massive casualties.
I think the single player campaigns even on intermediate level are a tremendous challenge. They have several levels of difficulty on which you can play, I think 6 in total. Save your games often, so you don't get stuck between a rock and a hard place.
It's easy with this game to find yourself saying "just one more turn". You keep saying that till it's 4 hours past your normal bedtime.