Check my THWiki page for some of the games I play. These days, I'm so busy that I have nary time to bother with games any more, but here are some gems:
Commander Keen 1-6 - can't believe I had to wait for almost 20 years before being able to play @_@
Magic & Mayhem - alas, alas; one wholly underrated game that has since disappeared, but is still quite good - I managed to get it to run on an old PC utilising WinXP
Command and Conquer Generals (and onwards) - ever since they introduced veterancy for players and units, things got quite fun. My cousins have report, though, that RA3 is rather flat.
The Age series - if you're like me and computing on a budget, the Age of Empires series is good, honest fun. Like all RTS games, it's meant to test your mental reflexes. Check
AoE Heaven for info.
The Age of Wonders series - (Not to be confused with the above) this one is turn-based, and set in a fantasy-like setting. Plenty of mods and good files found at its corresponding
Heavengames site.
Cossacks - If you are looking for a good game, consider buying Cossacks: European Wars and Cossacks: Art of War. Beware though, as it needs plenty of micromanagement as all real-life wars do.
Rise series - See
Rise of Nations Heaven for more info, it's an excellent game too, being a cross between Age and Cossacks. And very addictive. Less can be said about its successor Rise of Legends as I'm underpowered and forced to play this, KoL and RuneScape
I've also seen Supreme Commander. The game is so good that it will make your computer hurt if your wallet wasn't screaming of a broken spinal column, so for obvious reasons I can't say much.
The same people who created Rise are now boasthing this free MMORPG called Mytheon. I haven't checked it out, as the last thing I need is another combat-intensive game that demands lots of grinding (like KoL and/or TH), or a resource gobbler.