Heroes of might and magic series.
Dungeon siege III
Grand ages of rome (Not the total war rome)
Rise of Nations
Command and conquer
Plus all that was stated above.
You are going to love it. I started with Medieval total war II. Then on to Rome total war, Shogun, Empire, Napoleon, and now Shogun 2 total which I think it is the best one out of the series.
But you are going to love Empire. I bought all the mods for it also which gives you special troops. So have fun. You will sink some hours of game time.