The ads are better than the game itself. Especially the new, completely unsubtle images of busty breasts.

Since mods were mentioned, I'll add some freeware games too:
FreeCiv
FreeCol
0 A.D. (it isn't out yet)

Risk II
BC Kings

These two look pretty awesome, and they have demos to boot. I don't know what the OP will think, but I'll say thanks for the heads up. I hadn't heard of these before.

Dominions 3. One more turn just one more turn! [a door opens.light now enters the room]
The light it burns! aka a fun strategy game.
May want to try out the demo first to see if you like the game. For dominions 3 will set you back 50.00$$.
here is a link to the demo. [url=http://www.fileplanet.com/169851/160000/fileinfo/Dominions-3:-The-Awakening-Demo]http://www.fileplanet.com/169851/160000/fileinfo/Dominions-3:-The-Awakening-Demo[/url]

Europa Universalis III is an epic RTS (though you can pause time or slow it to a crawl if need be to manage your nation) nation building game.
If you're into more combat oriented RTS, then Company of Heroes (the complete pack is on sale on Steam for less than $15 at the moment) is one of the best out there.

Warhammer 40,000: Dawn of War is another good one in the RTS category.
I'm not so sure about the sequel, Dawn of War II; I tried the demo for a bit but couldn't really get into it.

I've been playing DoW2 online a lot lately. Its really a lot of fun, but its definitely not a traditional rts. No base building, no harvester units, just a lot of battle micromanagement. Its really a love or hate kind of game.

Some of my favourites:
Civilization 4
Galactic Civilizations 2
Sins of a Solar Empire
Empire: Total War (Fuck you I enjoyed it)
Dawn of War
Red Alert 3 (Again fuck you I enjoyed it)
Universe At War (Good game once you get over the whole GFWL thing)
Company of Heroes
Homeworld
The Lord of The Rings: The Battle for Middle Earth (Love the first, sequel was shit)

You're welcome. But don't forget AI War - give it a chance too. It's better than it looks at first - much better, IMHO.
Someone mentioned them, but I'll second it - Europa Universalis 3 is quite good, specially with all the expansions (Napoleon's Ambition, In Nomine, and the recently released Heir to the Throne). I also love Europa Universalis: Rome (with the Vae Victis expansion) and Crusader Kings (with the Deus Vult expansion). They are very similar in gameplay, and yet different enough to provide different experiences altogether.
From those, my favorite is Crusader Kings, with Rome and EU3 tied at second place. I also have Victoria, but I haven't played it enough to have an opinion, for a variety of reasons (none directly related to the game itself).

Where's the Heroes of might & magic love? Try Disciples as well if you enjoy turn based games. Both available here as it happens.
Off to check my Paypal account to see if my GoG commision has been processed :)

Sword of the Stars is a nice 4x space game if you prefer combat. The Ultimate Edition with 2 expansions is half price on Impulse this weekend.

How about LotR: The Battle for Middle-Earth or Age of Mythology? I'm not an rts fan but those are pretty enjoyable games.

Perimeter or Stalin VS. Martians....