Speaking of RTS games, the best two game that I've ever played in this genre were Seven Kingdoms and Warlords Battlecry II/III.

With Seven Kingdoms, it's like a standard RTS, where you gather resources and such, but it also includes different win options, like trading a guy to death, outright buying another kingdom, using your spies to infiltrate his kingdom and usurp his power, as well as the standard make a million guys and march on his head. I thought it worked really well (the second one wasn't quite as good I found, as it was horribly unbalanced towards the Frytans, or monsters).

Warlords Battlecry is Warcraft 2, except with tons more races, as as the most important, a Hero, that you keep with you in every ongoing battle to influence the outcome. You can build your hero to be a warrior and beat down other guys (just beware of assassins...), or a wizard, assassin as previously mentioned, summoner, resource manager...there are a ton of options. Your hero gains experience and becomes more powerful with each subsequent battle (providing he survives of course), and you can gain artifacts and such to help more.

Both games are definately worth trying out, if only to hear the voices from the Undead race...

I'll give a shoutout to Liero here. It's a freeware game (so google it to get it) and is like a real time version of Worms. It's incredibly fun for a DOS game and has great action. If you run Windows 2000/XP, get LieroXtreme, same idea, with newer and better features.