I suppose you don't want online shooting games because you think you'll be hooked to L4D, right?
until monday there's a great Dawn of War II deal, for $24.99 on Steam. They are also selling the whole Dawn of War 1 pack for $14.99. If that ain't enough there's a Company of Heroes deal too, you should check Steam itself, because there's also a deal for both Dawn of War 1 and Company of Heroes.
I'd say that's enough for RTS's, but there's Sins of a Solar Empire too (check http://www.impulsedriven.com). For "grand strategy", you could check East India Company (just released), Hearts of Iron 3 (coming next week), Empire: Total War and the ever classic Civilization IV (with the Beyond The Sword expansion and its mods, there's no mistake). If you like some space stuff, there's Sword of the Stars.
I could go on, but I think the ones I listed are OK.
the words above were backed by NUCLEAR WEAPONS!
