I am feeling a bit old school and I am looking for a good strategy game for 2-4 players LAN. I enjoyed Rise of Nations its one of my favorites so far, anyone has other recommendations for me?

Alpha Centauri would be a good bet. Call To Power would probably be as well.

Total Annihilation.
I prefer Kingdoms, but the original is also great.

I loved both, the problem is they are turn base and this can get really bad when the first bottle of rum is finished. We really need a real time strategy I failed to clarify that. Does not necessary needs to be a GOG game, I own most of them already anyway -_- We actually play a lot of Total Anihilation Kingdoms already

KKND, maybe? But I'm not sure if it has multiplayer.

Holy peperoni that looks so sketchy, I am grabbing this!

You could try the Empire Earth games if you haven't done so yet - they're very fine RTS games set in just about any historic time period you want. You may even save LAN games, which means you don't have to finish a game in one sitting.
Personally, I prefer the second installment, but your mileage may vary (a number of players I've seen posting don't like it because it introduces some drastic changes into the game such as a new research system and the division of the map into pre-defined regions).

also, 7th Legion. It has SOLDIERS ON RAPTORS.

Nah, too obvious.

Watch the video to see the awesomeness! :p

Unfortunately I am a Platinum/Diamond player and no one wants to play with me in LAN so I have to exclude it.

This is what I tried on a LAN so far on GOG:

http://www.gog.com/en/mix/games_that_were_plugandplay_on_a_win_vistaand7_lan

I personally recommend Warlord Battlecry 3 or Knights and Merchants, though I'm not 100% sure about the stability of the later.

K&M is awesome, but kinda slow.

There's a few good strategy modules for Neverwinter NIghts (my favorite is where an orc invasion is attacking a city and you have to take points like in Battlefield to keep them back).

Stronghold is very good -- I've only played it 2 player. I don't even know if you can have more than that.

Empire Earth will feel rough after playing Rise of Nations. It has aspects that are really quite good and different, but the micromanaging is a pain (I only played EE1).

If you have lots of time on your hand, Heroes of Might and Magic 2 and 3 are wonderful.