Which miniatures should I play?

So, I've been debating on getting into some miniatures games. And I'm asking for some guidance. I've played MageKnight Dungeons (it's a dungeon crawl not the massive battle one) and also HeroClix Marvel. And I have some of those figures still around. I liked Dungeons and they had some great miniatures but the ones they are producing now don't look that good. Plus, there's not too many people that play. As for HeroClix, it was fun but the rules in my opinion were really hard to understand and I hated the 'activation' markers. Also I did play Warmachine once and loved the miniatures and the play. So here's my options:
1) Make my own game rules using my MageKnight Dungeons guys (like what many others have been doing)
2) Make my own Heroes games using my HeroClix (a little more complicated with all the different hero ablilities)
3)Start Warmachine (I like the miniatures and the play)

Any other suggestions? I'm looking for something that's not too expensive, that's why I like Warmachine ($40 to start...cost of a board game). What do you think?

Wargames or Eurogames?

This has always been a conflict of mine: war games or euro games? To clarify war game are board/miniature games that usually focus on attacking or gaining territories. These games are similar to Axis & Allies, Samurai Swords, Heroscape (although that's maybe a 3rd Category), and your typical Risk game. Euro games are not just games from europe. They are called Euro games because many of the games from Europe do not have 'war' or the pieces are not destroyed but 'pushed'. Some 'euro games' are also from America. These games are similar to Settlers of Catan, Carcassone, Citadels, Game of Thrones and Ticket to Ride.
The big question is which one is better? Which one has the highest level of strategy? Why do you prefer one over the other? I have a feeling what "WargamerBert" will say!
Images: Fase Preparatoria Dello Sbarco Alleato by Pigliapost
Includes Free River Expansion by Brett L.