The Strategy Game Designer’s Constitution contains some “golden rules” for design, considerations for giving games strategic depth, plus a good list of potential end-game and victory conditions:

http://www.leiavoia.net/pages/docs/Strategy_Game_Designers_Constitution.pdf

Here’s the handy, pocket-sized Strategy Game Designer’s Cheatsheet:

http://www.leiavoia.net/pages/docs/Strategy_Game_Designers_Cheatsheet.pdf