My experience with tactical RPGs is also pretty limited, but I remember watching a playthrough of Vandal Hearts some years ago and thinking that some of the combat scenarios it presented were rather interesting. I've forgotten more-or-less the entire plot at this point, but still remember those encounters. Not sure I'd put that as a "must play" exactly -- I never did -- but it's worth taking a look at, at least, if you're interested in game design.
Valkyria Chronicles was also pretty interesting. I watched a playthrough of that as well as playing about half of it myself afterwards. It's got an unusual mix of real time control when moving characters around the map, time paused aiming, and other mechanics. If you haven't seen it already, that one is definitely worth checking out.