It's not on Gog.com, but Crusader Kings 2 is currently my favorite strategy game.

But:

1. It's not exactly turn based, you'll need to pause it.
2. Only easily alt-tabable if your computer is fast enough.

The Disciples games are worth a look-at too. DON'T get Eador, trust me, playing it in short bursts doesn't work that well.

Civilization 2 or 3

Posting partly to get notifications. :)

Civ V (or any Civ-style game, I guess) can be windowed and played in short bursts - just over a long period of time :)

Gratuitous Space Battles is pretty good for that. SimCity as well.

Defender's Quest is a fun game and it's been tested at work :)

Not turned based, but DEFCON is a pretty cool and fun strategy game, and has office mode so you can minimize to an icon in the system tray, and it will notify you if anything happens in your game. And you can control the speed of the game, so you can run it really slow in the background if you like and just look at it now and again when it notifies you somethings happened.