Not to hijack the thread, but I've got a penchant for the old C&C Red Alert and Red Alert II. Something about being in charge of the whole process rather than 1st person shooter is a challenge. The final battles are the best, with everything including armagheddon happening.

I started Age of Empires, but haven't become as addicted. Maybe it's because I'm still in the middle ages...
http://gameportal.dax.ru/images/ra2/ra2_4.jpg