Special place in my heart for Age of Empires 1 and 2. We had marathon multiplayer sessions in the dorms. Alliance, betrayals, tech exchanges agreed upon over ICQ then only to be double crossed once 20 villagers showed up to build towers to 'protect' your allies.
Lately though even though its not a traditional RTS is Total War. I just got the Total War Mega Pack on Steam. BTW this has to be at least 4th time I have purchased Rome, 2nd time for Medieval 2, and 2nd for Empire.
For its time warcraft 2 was revolutionary and set out how gameplay and controls work in an RTS even now. The best for multi player now I think is Starcraft 2 (the 1st one was amazing in its day as well) for single player the total war games are great, I preferred Empire and Napoleon to Shogun 2 and my favourite for its time was Medieval 2.