Hey NI, you're probably going to get a different suggestion from each person simply because most games in the Close Combat series are pretty similar. The engine is the same in every game, the only real difference is the setting for each game.
My suggestions are based on the fact that I enjoy these games the most.
Of the classic CC's, I'd suggest Close Combat 2 A Bridge Too Far (small maps, best AI of the series) and Close Combat 5: Invasion Normandy (has the most fan-created mods). The only problem is that it's harder to get a hold of the classic CC's, and you usually have to go to ebay. Definitely worth it, but a lot of hassle. CC2 is my all time favourite Close Combat game because it is a good
game. Small maps are a bonus and create short sharp and intense battles, whilst the AI is the best in the series. A lot of people will suggest CC5 simply because it has a lot of mods. Those mods are fantastic, so it's like buying one game, but getting access to many more.
Of the Matrix CC's, I'm inclined to say Cross of Iron (remake/update of CC3 which is the most popular CC to date, I believe) or Gateway to Caen (most recent, well polished, first CC on Steam). If it was a choice between Close Combat 3 The Russian Front and Cross of Iron, go Cross of Iron. It's the same game, just updated and with more added maps. Plus, they're the only games focused on the Eastern Front, so you can't go wrong really. Gateway to Caen is the latest game in the series, it's the first and only game on Steam, and it's probably the most polished of the Matrix CC's. The only real downside is that multiplayer is ruined by crash bugs, and it's harder to find opponents for that game (not because it isn't popular, but because of the server system -
LINK to a discussion of the server system which was introduced in Panthers in the Fog).
To be honest, just pick one you like the look of the most. Avoid Modern Tactics. Very few people play that. If you're wanting multiplayer, don't get Panthers in the Fog and Gateway to Caen. Also, if it was a choice between Panthers in the Fog and Gateway to Caen, get Gateway to Caen. Gateway to Caen has a lot more. If you're still not sure, try watching some YouTube Let's Plays. I've put some up, so has
LordCucumber77,
NikkiPip and a few others.
Hope that helped. Let us know what you decide!