Age of Empire is a little played out in my opinion, Id go for total war.
Agreed, especially Rome total war is good. I would also recommend Sins of the Solar Empire if you like space themed RTS.
But of all the "recent" strategy games my favourite is Civilization 4. This title has taken more hours of my life that i care to think about. There is a great modding community around it and the mods like Fall From Heaven totally change the game..
Also noteworhty, if you like builder type games(with good humour I might add), is Tropico 3.