I own and have played the Avalon Hill version of the Russian Campaign. For me, it's just at the right scale for the Eastern Front (each counter is a German Corps or a Soviet Army), and you can play a game in around 4-6 hours. If you want "monster game", any of the Barbarossa games are well regarded (there's one for each Army Group, each counter is a Regiment or a Divison). If you want quick playing but somewhat abstract, the No Retreat Series (each counter is an Army) is a good choice
Ardennes '44 is widely considered one of the best games for the Battle of the Bulge. If you prefer the fog of war that comes with block games, Fast Action Battles: The Bulge is the equivalent game for that battle. There's also FAB: Golan Heights and FAB: Sicily
Here I Stand is very well regarded in my wargaming group, but I have not personally played it yet. It;s best played with four players though.
Other titles I like currently on GMT P500:
Combat Commander (Tactical card-based WW2 combat at the Platoon/Squad level). I was an early playtester of this game.
Commands and Colors Ancients (Romans vs Carthaginians, with expansions to cover other kingdoms of that era)
COIN Series: These are not so much wargames as they are war-themed card-based eurogames. (Basically instead of placing workers you are placing armies). I liked Falling Sky from this series.
Space Empires 4X is a solid hex and counter wargame that takes place in space.
That's all I know from a quick glance at the latest P500. If you could list the periods of history you are most interested in, that would help narrow down the recommendations somewhat. Don't forget to check out their non-P500 titles as well.