I'm looking for more wargames that DON'T take place in WWII.
They make games that do that?
Ok for reals, I'd second LnLs World at War series of games: World at War: Eisenbach Gap and World at War: Blood and Bridges They're really supporting it; it's about the same scale as Panzer Grenadier, and it's downright easy to pick up and learn if you have any previous wargame experience. It also doesn't take a zillion years to play...
Their Lock 'n Load: Band of Heroes(squad tactical games) is a tiny skosh more difficult to learn and right now Lock 'n Load Tactical: Day of Heroes is only $26 from their website. You can find it for about that from other places as well.