Company of heroes.. Cant stress that enough. Preferrably the first one though. Age of empires 2 (theres an HD remake on steam now with new servers), the total war series and lastly the undoubtedly most hardcore title of these. Hearts of Iron 3. (basically a ww2 simulator where you control ANY country in the world you want through everything from politixs to supply routes, research and intelligence. Think of it like actually controlling an entire country,s everything

Z - PC - 1995 - High-pace RTS based on positioning: http://www.youtube.com/watch?v=mPYRCiskbtE

Z Steel Soldiers - PC - 2001 - Medium-pace RTS based on resource management: http://www.youtube.com/watch?v=hzvnKhZP9A4

C&C Generals - PC - 2003 - Medium-pace RTS based on economic and military eco-systems: http://www.youtube.com/watch?v=Xzz8Eu29TMM

Rome Total War - PC - 2004 - Low-pace TBS/RTS based on diplomatic relations and simulating battles: http://www.youtube.com/watch?v=KgjNRaTgW10

These are the best ones I've ever played. You may find Z very fun and play it casually like chess. Steel Soldiers needs a bit more preperation (if you play in hard mode). Generals is a beautiful combination of arcade and simulation. Total War is pure simulation and each campaign can last for several months.

Halo wars XB 360

Try Age of wonders... Age of wonders II, III, and shadow magic!.. They were awesome!!! I still play them :-p

The Banner Saga
http://stoicstudio.com/

Wasteland 2
http://wasteland.inxile-entertainment.com/

Paw of Dooty: Dogs

What???? =D