Miniatures, maps, and dice are fun, and that is still the way I tend to run my library Dungeons & Dragons games. My non-work group has been moving more toward "theater of the mind" gameplay, though. We have been playing a system called Genesys which uses more abstract, descriptive terms for distances instead of the D&D "You're 30 feet (6 squares) away from the goblin."
As for war games, I find myself drawn more to smaller-scale skirmish games as opposed to mass battles. But I do occasionally still have the itch to play Orks in Warhammer 40,000 because they get to roll all the dice!
Perhaps, I should look into acquiring something like it? Is it something you would recommend as starting point or an introduction to how to play by rulebooks and stuff? I feel I would need someone more experience to guide me through it. I believe I have tried only simplified versions of role-playing games that did not have all the rules determining fate of the characters.
The best way to start is probably checking your local area for game stores that host weekly games. They usually can provide pre-generated characters and help you learn the rules for a given game system as you play. No real need to buy anything until you know whether it's a good hobby for you or not.