to really understand the RTS genre, if you're into them, you should check out Command and Conquer 2, Warcraft 3, Starcraft and either of the Red Alerts (and Age of Empires II...) but if you don't really care about the 'history' of games and just want some all round fun then do try CnC 3 and World in Conflict (and compare them...)
in terms of fps, i mean, jeez, try out quake, cs 1.6, doom, duke nukem (take your pick) etc etc etc and then play some more modern games (any of the 900 billion out there) and see where its all come from.
and rpg? you gotta play diablo II...