I'm a big C&C Fan with RA2 being my favorite, but it's kinda hard to compare RTS to TBS games. I'd say its a tie for me as I can spend the same ammount of time in C&C as I can playing Civilization games.
My favorite would probably be warcraft 3, probably because it's the one I play the most, though I only have that and rise of nations installed. I'm more a a FPS player, my strategies always suck, haha.
I like the Age of empires, Civilazations, Stronghold Series. Really only played the stronghold series but i really like them all they are all worth it really.
Chess.The best and the oldest for me.If you are wondering why the oldest because it was one of the first proper strategy game i have ever played.You may this i am a sad guy but hey that me.
Starcraft rocked in its balance.
Total Annihilation rocked in its ability to carpet nuke your opponent (haven't tried Supreme Commander yet- don't think it will run on my crappy computer).
And for sheer, interesting gameplay- gotta love Command & Conquer (Red Alert series or Generals!)