I just wanted to throw in a comment resulting from two or three days of internet searches. I believe Warmaster is the most popular ruleset for massive armies in a fantasy setting without a great dependence on guns/shooting. Breaking this down:
The scale for the miniatures is 10mm, though I plan on trying it with 6mm and maybe even 2mm miniatures. Having such small figures, the focus is on entire units of forces, not just individual figures. You won't feel close to a single figure, you'll be too busy guiding the entire line of troops. (Or at least trying to guide. Failing a command roll means the unit doesn't follow your commands. This seems to be a common theme among rulesets at this scale.) Additionally, the smaller the miniature size, the cheaper the armies. From what I understand, if you buy figs from a company such as Irregular Miniatures, you can put together an army for about $30. I'm sure the prices of actual Games Workshop figures would be significantly higher.
Fantasy setting means two things for me. I don't have to worry about whether two armies would have fought historically (or whether the Prussians had red hats during such and such a year). Also, I think spells add more tactics to a game and I happen to like having a monstrous creature here and there.
Finally, I'm not adverse to shooting in wargames...I just prefer having a little shooting and a little melee. I believe the Epic ruleset handles a more sci-fi with shooting type of setting.
These comments are just from what I've found off online reviews...my copy of the Warmaster rules is currently in the mail.