Company of heroes, if your interested in WWII.
Total war series, massive battles, ranging from Romans to the Napoleonic era depending on which one you buy (personal favourite is Medieval 2).
Command and Conquer, not a big fan of 3 and 4 but still good games.
Honorable mentions:
Star Wars: Empire at War
Black and white
Age of Mythology
The Lord of the Rings, The Battle for Middle-earth
Homeworld
You can't really go wrong with choosing an RTS, they're all good.
