Strategy giant Paradox Interactive has quite a few seasonal deals on various places. The easiest way to go is Steam, with the option to pick up the Paradox Complete Pack ($75/€55). That includes Mount & Blade, Mount & Blade: Warband, Sword of the Stars: Ultimate Collection, Majesty Gold, Majesty 2 and the Kingmaker expansion, Lead and Gold, the King Arthur games and all the Hearts of Iron III you’ll ever need. Most of the games are 50% off individually as well.
Green Man Gaming has deals on a number of Paradox games, most notably Hearts of Iron III for about €2 less than on Steam. Direct2Drive has its own share of deals including Mount & Blade: Warband for $15 and a couple of games that aren’t on Steam. Similarly, Gamersgate has deals for some games that aren’t on Steam as well.
I kind of wish they’d just have all their games on Steam, but if you are into cheap hardcore strategy games for the PC, then you have plenty to choose from. If you only want a few individual titles I’d recommend taking a look on Steam and comparing it to Gamersgate, as prices vary a lot between the two.