Tactical RPGs have always been a niche genre, and adding to that the fact that they have been more common, by far, on consoles limits your options. Tactical wargames are a bit better off:
Most recently there has been Future Wars, which is a simple but mildly charming PC game in the vein of Advance Wars. No RPG elements, the AI struggles, but I like it. Turn based, square grid.
Fairly recent, too, are Fantasy Wars and it's sequel Elven Legacy (and the latter's sequels.) these are great Tactical games with RPG elements. Units carry over from mission to mission, and you can choose different perks for them when they level. It is worth noting that the game is based off the old Fantasy General. I highly recommend it. Turn based, hex grid.
Battle for Wesnoth is a good freebie tactical wargame. It's another in a fantasy setting. It has a ton of content including races, campaigns, etc, and is updated frequently. It has a few RPG-light features, such as levels and the odd item. Strong multiplayer following as well. I highly recommend this one. Turn based, hex grid.
I'm pretty sure that Disciples II came out after 2000. Its plays similar to Heroes of Might and Magic, though battles don't involve movement and play more like a traditional RPG, but with units in VERY specialized roles (Healers can only heal, etc). Still good, and I enjoy it much more than the last two HoMaM offerings. Get it cheap off Steams, Gamers Game, or possible Impulse (I haven't looked.) Turn based, open map.
Speaking of HoMaM, have a look at Kings Bounty and the sequel Armoured Princess. Both are fairly new and combat plays very much like a more up-to-date HoMaM. I like them. Turn based, open map.
I know i have 5 or 6 more tickling the back of my brain, but I can't recall them at the moment, but others can fill you in. My advice? Keep an eye out for Russian and Eastern European ports. They make great tactical and strategic games, such as the Disciples, Fantasy Wars, and Kings Bounty series.