I love risk, but its too simple.
Other board games that have the strategic elements of chess?

Axis and Allies is a global conquest (WWII) game that actually has a variety of units to deploy, so it's considerably more strategic than Risk. One time I tried to make a chess variant where the pieces had hit points, attack class and armor class ratings, special abilities and things like that, but I didn't follow up too deep on it. Chess is pure strategy, and shouldn't be mixed with contingent factors like dice rolls.
Suggestions on other board games or making board games more strategic like risk.