Well damnit! I had a whole long post and list, and it just up and disapeared... Let's try again (hopefully I can remember all of them...)
Erwin Rommel
Metternich
Bismark
Sun Tzu
Machiavelli
Kissinger
I also have a bunch of others I'd love to play with, that could easily sub in for any of the above (really there were just the first list of six I came up with that I liked a lot). I'd also love to play with/see these people play: Elizabeth I, Edward I (Longshanks), Robert The Bruce, Tito (he must have been good, he managed to hold the Balkans together for like 50 years, and to keep Yugoslavia around without the support of either the Soviets or the US), Indira Ghandi, Augustus Caesar, Wellington, Stonewall Jackson, Robert E. Lee, General Zhukov, Churchill, Miyamoto Musashi (author of the Five Rings), Saladin, Ghengis Khan, Alexander The Great, William The Conquerer, Henry V, Shogun Tokugawa, Che Guevera, Eisenhower, Fidel Castro... I could go on and on (and probably will in a follow up post).