My favourites are RTS, and Turn-Based strategy (is it TBS? Nevermind). To my mind Heroes of Might and Magic 3 is the greatest game ever made. Nice blend of turn-based combat, and RPG-elements. Number 5 almost took the crown with the added complexity of the RPG portion, but you just can't beat that special something about HoMM 3.
And of course, the RTS's... ah... the titans of old, Dune, Total Annihilation, Red Alert... Magnifique.
As a side-note: You've got to love the old LucasArt's adventure games as well.