Well it's really hard to say because there are so many great games in that Genre. Just a few i really enjoyed
Age of Empires
Age of Empires 2
Age of Mythology
Red Alert
Red Alert 2
Comand and Conquer
Warcraft
Warcraft II (3rd one is ok but nowhere near the quality of the first )
Dark Colony
Settlers series
StarCraft
Cossacks
Total Anihilation