What PC games are out there that allows you to lead an army AND control your own character to help fight
Mount and Blade is probably the best such game I have seen. It's medieval-era, with battles of up to hundreds of troops (depending on your PC, though a mid-level PC can handle fairly large battles).
Combat can take a little while to learn but, once you're used to it, is rather satisfying. Despite the name, you can also fight as infantry, or with a bow, spear, giant hammer, etc.
The graphics aren't particularly impressive, but they're servicable. It ain't no Skyrim or whatever, but I don't reckon you could ever have a few hundred soldiers running around in Skyrim without causing some slowdown.
There's also a couple of standalone expansions/sequels.
Mount and Blade: Warbands improves upon the original in about every conceivable way. Think of it as v1.5. Actually, don't even buy the original, just buy Warbands.
Mount and Blade: With Fire and Sword updates the weaponry by a couple of hundred years, and sets it in Eastern Europe. Not my cup of tea, but fun enough.
Lastly,
Mount and Blade: Napoleonic is a multiplayer-only mod that focuses on, what else, the Napoleonic era.
Wow. That sounded a little like an ad. It's not, honest, I'm just struggling to think of any more that meet the criteria put forward.