Another point toward Company of Heroes, it really is an *excellent* game.
The features a clever cover system meaning units gain protection from hiding in craters, behind walls etc. There's also a fair amount of focus on unit compositions such as mixing infantry types to create an effective fighting force. Squad morale influences combat ability and you can select to upgrade the weaponry of squads etc.
It really allows for a great amount of depth, but it's certainly playable for newcomers to the genre too. All you need to do is to take it easy and start off with the campaign, which is quite fun, by the way.
The same company (Relic) also made the Dawn of War series, I haven't played Dawn of War II, but Dawn of War 1 can be very addictive too.
The total war games are very different from what you'd normally call an RTS, but they can be worth a try too. My personal opinion is that Medieval II: TW is the best overall game of the series, a view which is shared by quite a few - but it's just that, an opinion, you may like the more recent Empire : TW more.