It is hard to pick just one.
Total War - When it comes down to which game requires the best strategic thinker, it has to be total war. These games are a perfect balance between simulation and fun. I just wish they had a better multiplayer system.
World In Conflict - I seldom see this game get the respect it deserves, but this is the best team based RTS game I've played. There is no base management, all of your efforts goes straight to the battle. Without proper teamwork, you cannot hope to win. There, however, lies it's greatest flaw, as people online are dicks. The only fun way to play this game, IMO, is to find a bunch of friends to buy it.
Sins of the Solar Empire - In my, greatest RTS list, this is the closest to having the feel of a traditional RTS. Everything in this game is so well balanced and is the best space based RTS i've seen (sorry Star Trek Armada). Just about my favorite thing in this game are the Star Bases. You can either use them to enhance your defenses, establish your presence in an area you cannot colonize, or take it with you when you attack a planet. Starbases are awesome.
There are a lot of other RTS games I've played, an a lot of classics. However, this wasn't the "most nostalgic" RTSs but rather "Best RTSs".
