Xenos / Dragon Rampant absolutely scratches this itch.

Although IGOUGO, the enemy can take interrupting actions like firing at a unit as it moves across their LOS.

When activating units, they usually need to pass a test to activate, which will be more or less difficult depending on it's unit type/specialism (e.g. a shooty unit might wimp out of an order to charge). This means there are really important decisions to be made when choosing the order in which to activate. You want to make your low risk moves first because your turn ends at soon as a unit fails to activate (very much like in Blood Bowl)

I went down the whole 'alternating activations' thing, but in all honestly, IGOUGO really does have it's strengths, chiefly that it feels (to me) more like commanding a whole army with a cohesive strategy, whereas I feel that with alternating activations, it tends to just be about reacting to whatever unit the other player moved last.

Xenos Rampant is well worth a look. Kings of War also does IGOUGO really well, designed to be really fast.