The Junior General offers rules and figures for the classic Battle of Zama.
Rules Link
Wargame Figures Link
Carmen’s Fun Painty Time blog has a couple nice examples of terrain bases made from poker chips. He’s a very talented guy.
Joseph Morschauser’s wargames are designed to be played on a square grid. The Frontier Wargames set is for colonial games.
Avalance Games offers the third edition of its Panzer Grenadier board game as a free download. There’s a lot of assembly, but its a good way to try it out with minimal cash investment.