Hmmmm..... this is could be one long ass list. Ok. Dune 2000, Emperor Battle for Dune, Comand & Conquer (The originals), The expansion to the original, Red Alert, the two expansions (Aftermath and Counterstrike), Red Alert 2 and the expansion Yuri's Revenge, Star Craft and BrooWar, the WarCraft Series, Axis & Allies (one of the best RTS in my opinion), Myth II (this game is hard as hell but I love it anyway), both Advanced Wars, Fire Emblem: The Sacred Stones, Command & Conquer Tiberiun Sun and the expansion FireStorm, Command & Conquer Generals and that expansion Zero Hour, and I'll stop there with RTS strat games. Now if we add first person shooters that use strat, well that opens a whole new slew of games. But yes, I am a VERY big fan of RTS games.
Oh and btw yal should get Myth II, best of the Myth games. Good game for those of your who've mastered the other games.