Total War series.
Steam have got a weekend offer at the mo, where you can pre-order Empire Total War for 60 euros, and get Rome and Medieval plus expansions with it.... Pretty good deal.
Of course, you also have Civilization, that is a top turn based strategy game.
If you are more after RTS, I would recommend, Company of Heroes, Supreme Commander, Warhammer Dawn of War series or Homeworld 2..... depending on what your taste of graphics are.