Apart from the obvious ones (the Ultimas, System Shock, Infinity Engine games, Fallout, Alpha Centauri, Freespace, Jagged Alliance 2, Thief, you know, the games that everyone should at least be familiar with), here are a few recommendations:
Pathologic Interesting mix of gameplays. Part shooter, part survival horror, part adventure game, part something completely different, this is one of those games that really defies classification. It is interesting & odd (like all games by Ice-pick Lodge). Some bugs & a rather poor translation does pull it down a little though.
IL-2 Sturmovik. Still one of the absolutely best flight sims on the market. Has enough content for it to last a very long time, and there are mods for it that increases the lifespan even further. Also, it is surprisingly easy to get into, due to how scaleable the game is in terms of realism.
POD A game that, on launch, was hailed for its amazing graphics and its use of the then newfangled MMX technology. The game still holds up well, due to its good track design.
Soldiers: Heroes of World War 2 First game in the now relatively popular Men of War series, Soliders is a challenging tactical game with a good amount of detail and good level design. Not for genre-newbies, but those who are used to RTTs, it is a winner.
Seven Kingsdoms A novel take on the RTS genre, as it offers more than just building up a large army by getting massive amounts of resources. The game also has diplomacy & trade.
Fantasy wars A really solid Panzer General-like game, in a fantasy setting. Well designed levels and balanced sides makes this one a winner. Very challenging, but never unfair.
Dark Reign 1 This is one of those overlooked classics. It was released between Red Alert & TA, and was hailed as the first Red Alert killers when it was released. It has two different teams (and variations on them with the expansion), and it is a bit more complex in terms of its mechanics & abilities than Red Alert, TA & the later released StarCraft. Has a few annoying elements, but overall it is a really good RTS.
Realms of the Haunting Shooter/adventure game with entertaining (and actually usually good) FMV sequences and a nice story. While it is not all that scary, it still has a nice atmosphere to it.
Geneforge 1-5 An incredible series of CRPGs, with good stories, nice tactical combat and an interesting system for party members (you summon them, and you are given a good amount of control of how they are when you summon them)
Age of Wonders Still my favourite HOMM-like game, after all of these years. Plenty of different factions to play, all with their own strengths & weaknesses, and a character design system for your heroes that puts many pure CRPGs to shame.