A follow-on thought... military history, military strategy, and wargaming have always been strongly intertwined in my mind, to the point where separating them gets difficult. On my strategy shelf:
Brodie, Sea Power in the Machine Age
Clausewitz, On War
Corbett, Principles of Maritime Strategy
FM 101-5-1, Operational Terms and Symbols
FM 3-0, Operations
Gray & Barrett, Seapower and Strategy
Halleck, Elements of Military Art and Science
Jessup & Croakley, A Guide the the Study & Use of Military History
Joint Pub 1, Joint Warfare of the US Armed Forces
Jomini, The Art of War
Keegan, A History of Warfare
Keegan, The Price of Admiralty
Liddell Hart, Strategy
Lindberg & Todd, Brown, Green, and Blue Water Fleets
Mahan, Mahan on Naval Warfare
Mahan, The Influence of Sea Power upon History
Mahan, The Interest of America in Sea Power
Naval Doctrine Pub 1, Naval Warfare
Paret, Makers of Modern Strategy
Parker, The Cambridge History of Warfare
Reynolds, Command of the Sea
Sumida, Inventing Grant Strategy and Teaching Command
Sun Tzu, The Art of War
Talbert, Strategy and Tactics
USMC, Warfighting
Van Crevald, The Art of War
Weigley, The American Way of War
and nearby
Dunnigan, The Complete Wargames Handbook
Freeman, The Complete Book of Wargames
McHugh, US Navy Fundamentals of War Gaming
Perla, The Art of Wargaming
Sabin, Simulating War
Thomas, Ancient and Medieval Wargaming