If you're like me and like 2d rts titles, try stronghold crusader ( you can skip stronghold 1, expansion has all it's features and ALOT more ) and knights of honor.
Stronghold crusader:
Build your own castle, defend & crush the enemies castle. Units range from pikeman to greek firethrowers, lots of fun seeing an army of horse archers rain down on loads of slowwalking but heavy crusaders. Great atmosphere, great map editor as well. Made some maps back when I played it and had alot of fun seeing them played by others online.
Knights of honor:
Pick your nation and medieval time and try and conquer your way into europe. This game is one of the last 2d great rts titles imo and I'm surprised almost nobody knows about it. You can pick your own king, have to marry off your daughters. Command cities, build up religious favor and trade resources for bonuses. You can fight off in crusaders as a catholic or go jihad on the infidels. Game looks terrific and I had alot of fun with it. Long lurning curve perhaps though.
Settlers 3 & 4
One of the most famous titles. The ones you need to look for these days are settlers 3 and 4. 5 is terrible, avoid this one like the plague. 6 rise of an empire is the latest and you can find some reviews of it on the web, but it's alot more dumbed down from 3/4 just like 5 but playeble. I've had the most fun with 3, since 4 introduces the weird mushroom dark people which I never quite understood. Game is alot more focused on managing resources then military force though.
Total war series
Others mentioned this one already. I barely played this one so can't comment on it much. Heard good things though.
There is one last rts game I remember from years back, but I just can't think of the name and I've been wanting to replay it myself. It came out around the time of settlers IV and I remember it had alot of building as well as fighting, where the economy was build on feeding an army or they would die. Especially the baker that would slam his bread like a madman stuck to me all these years. Anybody?