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.