Long-term Strategy

There's a spectrum of strategy, from games that are mostly short-term tactics, to those with vast long-term strategy.

Mental processes

What mental process are the players actually using, as they play the game? Are they calculating known information, or are they intuiting unknown information?

Chess and Scrabble are both excellent classic games, at different points on this spectrum.

In Scrabble, a good player is mostly trying to get a good score this turn, but they're also trying to retain good letters on their rack, and not give the opponent a nice spot for next turn. Scrabble play is more about the current turn than about the future.

In Chess, it's all about the long game. One move has no more value than a future move. The player always plans ahead, to the limit of their capacity.

But why do these games differ so much in this way? The answer is that, in Chess, you have perfect information. You know everything that's going on in the game, and can work everything out. It's only your limited ability that stops you working out the entire game, and making the perfect move. In Scrabble, you can't plan ahead with too much certainty, because the bag is full of random letters, and you could draw any of them. Also, you don't know what letters your opponent has.

The strategy horizon

Think about where the strategy horizon is, in your game. How far can you plan ahead? I like to be able to plan ahead, but not with too much certainty.

Also, consider the weight of your game, when you decide where the strategy horizon will be. Most games should be intuitive, not calculation-based. Calculation is about "not messing up." Players generally find intuiting to be a much more enjoyable experience. Intuiting is also much faster than calculating.

Star Wars Unlimited has turns where you take a single action, and then pass back to the other player. There's a long time between getting new cards, which allows you to plan ahead further. This makes the game thinkier than a game where you draw one new card each turn.

Remove the ability for forward planning by limiting the amount of information known to the player.

Giving each player a (private) hand of cards is the standard solution to this problem, but there are many ways to limit information.

Also, force players to re-intuit their strategy, by drip-feeding new information to them. Drawing a card every turn is a good way to do this.

Obviously, don't go too far in the direction of giving new information, or the game will be too chaotic, and it will be impossible to think ahead at all.

Tie the turns together

Each turn should contribute at least partially to a larger plan, and not be entirely a self-contained puzzle.

Just as it's important to tie game systems together with interlinking, you should also try to tie turns together, into a bigger, unsolvable game.

Setups

Multi-stage actions are another way to tie the turns together. If it takes multiple turns to put all the pieces together, players must formulate a larger plan.

In Agricola, you just farm crops and animals, to produce food for your people. However, each of those two things is broken down thematically into many steps. To eat crops (efficiently), you need to get a grain token, plow a field, plant the grain in the field, wait for the harvest (whereupon you gain grain), get resources, buy an oven, and then bake the grain into bread. This very sequential gameplay means that you have to do the whole sequence, to gain any benefit. This makes Agricola a much more unforgiving, tense, and strategic game than most games in its category.

Anything that lasts beyond the current turn is good.

Permanent benefits make the players plan long-term, because they affect the future. 

Delayed effects of all kinds are also good, for the same reason. Delays might seem strange or bad, but they strongly tie a turn into the following turns.

In Radlands, you can play "event" cards. You have to pay for them immediately, but they will give you a very nice benefit, in a few turns. Also, in Radlands, when you put a person onto the table, you can't use their ability that turn.

Costs and requirements

"Money" is almost always a good thing. It should probably be in your game. And, make sure to include some expensive things in your game. Buying something big is also a "big move". Just letting players save up, is a very easy way to tie the turns together.

Requirements are even better than costs.