I expect to see many Starcraft answers, but as for me, I'll say the Age of Empires series. I haven't played the third one yet, but the first two were quite awesome. Given the first was rather simplistic and had some AWFUL ai, the music, random maps, and awesome gameplay more than made up for it. With the expansion (Rise of Rome) came helpful little things like queues.
As for Age of Kings - wow. Such a great game. Castles were incredibly fun, all of those unique units, improved farms, fishing nets, formations, and awesome looking wonders - it was sweet. When Age of Conquerors came along (still, in my opinion, the best expansion ever) the circle was complete (sorry, that was corny). You could queue farms, garrison in rams, and you even had unique technologies. THe game just had so much replay value.
Age of Mythology was also a good game, but in some ways wasn't quite as good as Age of Kings. The "capture a settlement" form of gaining population sucked.
Wow, I said "awesome" way too many times during that post.