Both the starcrafts, supreme commander both of them, plants vs zombies, chess, League of Legends, HoN. i could go on forever. Strategy games and RPG's are my favorite.
My favorites are Civ 5, Risk, and Tropico. (If you consider Tropico strategy, although I certainly use some strategy when playing it.)
On a partly related note, my friend was playing LoL in Starbucks the other day and got kicked out for yelling too loudly, LoL.
Total Annihilation - Keep your Sup Com nonsense although I have that too CoH - So looking forward to the sequel DoW - Can't believe they never released the Tyranids for it C&C Generals - Suicide bike swarm for the win and of course Transport Tycoon Deluxe (Yes... It has MP.... Yes.... It never, really, ends. Longest MP game I ever had went to seven years)
Pfft it has Adepta Sororitas. The only group you need in a game. Also the Tyranids were in DoW2 I think, but I don't really like mentioning DoW2.
I haven't played many strategy games, but out of those I played, Fire Emblem Shadow Dragon is by far my favorite.