strategy game?

There are so many out there now.

The only one I really liked is rise of nations, but to be precise, it's expansion, thrones and patriots.

There is a free demo Here
and here is the main site
A lot of people play company of heroes nowadays.

I prefer rise of nations because it's all realistic and the scripts are customizable so you can easily edit what's available in game and so on.

I have always been a fan of the Command & Conquer series. I consider C&C a classic so I recommend downloading the Command & Conquer: Tiberium Wars demo. (the game is coming out soon in late March)
Here is a link: http://www.gamershell.com/download_17978.shtml

Another strategy game that plays a bit differently than C&C is Company of Heroes. This game is set during WWII and it has beautiful graphics and cinematic cut scenes that seamlessly fit into your battlefield game play. This game is already out and here is a link to the demo: http://www.gamershell.com/download_15378.shtml

You should try a few games and figure out what is appealing to you. Do you like historical settings? Do you want to have futuristic weapons and units? Do you want fast paced gameplay or a slower paced gameplay? (good strategy games allows for both) Do you like the way the economy and the infrastructure of the game are designed and managed? Do you like the way you are allowed to view and use the terrain? Are the different factions and units in the game balanced? Does the single player mode challenge you with its A.I.? Is the online play fun?

I would say definitely give C&C a try; I love the gameplay, I love the types of units you can create and the super weapons you can unleash on your opponents. C&C has a loyal following, so there will be plenty of new players and vets to challenge online once the new game is released near the end of March. I hope this post helps you.

instead of RTS's i think you may like the civ series of games. the latrst is civ4 and while i have neglected the game so much i deserve to be flogged they are great games and i lost months to civ and civ3(missed out 2).

you cannot go wrong with the civ games IMO.

I was recommending rts since they are easier to get into but if the OP would like to spend some time to learn the gameplay a Turn based strategy will win any day.

In addition to Civ4 as our kind Scotsman recommended you could try Galactic Civilizations 2.

Another favourite is the Heroes of Might & Magic series. No V is the current incarnation.

You also might want to take a look at UFO: Enemy Unknown which even though it is old it is a great game (one of the best all time games IMHO).

Rome Total War! End of discussion.

Good choices.