Command & Conquer Generals: Zero Hour -- Awesome Post-modern warfare, great with friends
Warcraft III -- The All Time Classic
Warhammer 40k: Dawn of War -- If you like combat more than resources, this is your game. Story line's a little cheesy and it does at times feel like a warcraft rip (even though Warhammer came first). If your into intense future stuff with great combat check this one out.
Most of the good ones have been posted. but i'll post my favourites
Warhammer 40,000 - Dawn of war (great graphics, and the force commander just freaking owns! )
Warcraft 3 + frozen throne (get the battle chest if you can) timeless classic of an RTS!
Total annihilation + expansion - core contingency (came out about the same time as red alert one, but it is one HELL of a good game - I highly reccommend it to anybody!
The expansion is a must have for KROGOTH FUN
CNC generals + expansion - zero hour - not as hard hitting as the original red alert, but still a damn fine strategy game