A Strategy RPG or Strategy/RPG is a video game, more specifically a console game. These games include aspects of both strategy games and RPGs. They are also, by nature of being strategy-oriented, turn based. 2D Strategy RPGs nearly always use a grid based square movement scheme. A few have used hexmaps. 3D Strategy/RPGs, AFAIK, always use cube-based maps, ie square grids with the addition of height. The most popluar Strategy/RPG to my knowledge is Final Fantasy Tactics by Squaresoft. A good Strategy/RPG will have a very strong plot, quite a few characters you can use, and interesting game mechanics.

Here is a short list of some Strategy/RPGs, with info.

Final Fantasy Tactics
3D, very good, by Squaresoft, for PSX
Vandal Hearts series
3D, orig. is good, 2 is very good, by Konami, for PSX
Langrisser series
2D, very good, by NCS/Masaya (and others), for various
Shining Force series
2D/3D, very good, by Sega, for various
Black Matrix (A/D)
3D, very good, by NEC, for Saturn & Dreamcast
Ogre Battle series
2D/3D, varies, by Atlus, for various
That was just a small sample. There have been strategy/RPGs for most game systems, and most of them are good, if you like the genre. If you don't like the genre, don't bother with any of these games.