Red alert was awesome but now its old...
Command and conquer 3: Tiberium Wars is still awesome

Lord of the Rings:Battle for Middle Earth II. I really like being able to directly control the production of units and having buildings(both of which many more recent RTS's don't have). I still play it every now and again now, even though the graphics are kind of outdated, the gameplay is absolutely superb.

my favorite strategy game is Civilization V. Awesome game, you can play it for hours and days!

Knights and Merchants.

Jagged Alliance II... I wish Back in Action would even come close, so I'm hoping Flashback won't suck as well.

Sudden Strike 2,because it delivered pure strategy in a WW2 setting

Portal 2. I know it's more of a puzzle than a strategy. But it's like the best game ever!

Age of Mythology + Titans Expansion. Both of them are awesome.

Starcraft 2 because of it's incredibly fun and balanced mp, intersting and original missions in campaign and mods.

Warcraft III.

For me Total Annihilation. Quite retro but very good game.

I would love to like strategy games. But yea, they're too complicated to get into.

Civilization V with all dlc and expansions is my favorite.

DotA 2. It's a real time strategy :D

FTL ruined all other strategy games for me; it's definitely my favorite. XCOM:EU is pretty excellent as well.

I'd go with Civ 5. It's just so damn addictive.

I the first Starcraft. It was the closest thing to Warhammer 40k before Dawn of War came out.

I the first Starcraft. It was the closest thing to Warhammer 40k before Dawn of War came out.

XCOM: for the tense tactical moments and the attachment to your squad which you have customised.
Worms : for the wacky humour, weapons and all around level of fun.

Impossible to choose one. Three way tie between Red Alert, Starcraft, and Civilization 2. OMG I almost forgot Alpha Centuari. Four way.

I don't have one. I don't play Strategy games...

Definitely Crusader Kings II

I'm not sure. Most strategy games are focused on multiplayer and/or solo which consist of playing against the progressively more cheating AI. Both of which I quite dislike. ^_^
It's more of an RPG-strategy hybrid but I'd probably go with King's Bounty: Armored Princess since I can't think of any other ones right now. (Or if that one doesn't count, then Warcraft 3 just for the story and nostalgia fuel.)

Civilization V.

Do I even need a reason?