Supreme Commander. Both.
The first is more difficult. I'd suggest 2 for a newcomer in the game and then eventually get the first.
C&C Red Alert 2.*
Don't get Red Alert 3. It has lots of bad user reviews and RA2 is better. But you could also get that because it's just very different to RA2.
C&C Tiberian Sun.*
This is free the last time I seen. Wreck yourself out, the game is awesome.
Cities XL.
A game nicer than SimCity in my opinion. However, it lacks CPU optimization and you should only get it if you have a good CPU with good performance/core, as for the last 4 versions of the game they still didn't bloody add multithreading (or that many differences). But the game is awesome.
R.U.S.E.
RTS Risk-like game. Literally.
Warhammer 40k*
Nothing to add here. It's nice and all... Less than the above, but still fun.
Towns/Gnomoria.
I'd suggest Gnomoria here but both games have their own uniquess. Towns is unfinished (and yet sold like a full game with lots of problems) but is more fun as a whole. Gnomoria doesn't have as many problems and can be considered more fun. In time I expect Towns to become better though.
*You might need to manually find adaptations for the game resolution, as the games are pretty old and they may not have high resolution capacity. But I am positive there are some around.