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My favorite is "The Great War" set of rules by Warhammer Historical but you will pay an arm and a leg to get them.Another good set is "Through the Mud and the Blood" by Two Fat Landies. Caution though...if you want a bound volume you'll have to search. The website indicates you are buying a hard copy but in reality it's a .pdf. I ordered the rules and a supplement and got .pdf copies even though the description clearly indicates hard copies. I contacted them about it yet haven't heard back from them.Another good one is "Contemptible Little Armies" and less hassle to come by!
I can recommend Triumph and Tragedy - it's perfect for the size you're talking about and can be used for games from 1900-1930's and if colourful is what you want there is a Pulpy feel to it as characters are very important. I played WW1 with the author a few years ago and I had a lot of fun.I also have Through the Mud and the Blood, it's a bigger scale and is more about command and control.
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