Tycoons and RPG's are often confused with strategies, like Final Fantasy Tactics, but have there own gerne.
Ones I Play Alot:
Knights of Honor
CnC - all except the cnc1,2 and red alert 1
Empire Earth 1
Ones I Like:
Empire Total War - there good, but its either low graphics, bad gameplay but runs fine, or good graphics, good gameplay and runs horrible
Supreme Commander - Would like it more if i found more people to play with at lan parties
Slay - Every heard of it? Its fun
Ages - Ages are fun, the new one is intersesting thou
Rise of Nations - both 1 and 2 were awesome, i perfer 2 becuase i always won
Grand Age Rome - I never gave Imperium Rome a chance, but Grand Age is a sick graphics + gameplay game, kinda a city builder
Pretorians - Its a fun multiplayer game
Stronghold - 1 the best, crusaders second best, 2 + ledgends okay...
Axis' and Allies - Its very fun
Hearts of Iron - I Compare it with the awesomeness of Kmights of Honor
Globulation - Its fun becuase it runs on every computer, and only lags a bit on my nintendo DS
Advance Wars - Its for Nintendo Hand Held systems, and is really awesome
Games I don't like:
Company Of Heros - to much swearing
Codename Panzer - Yeah....
End War - These three are the same pretty much
Warcraft Series -Didn't like i
Starcraft - Hated it, becuase i liked outpost when every one liked starcraft, so when i asked to play outpost, they said no, lets play starcraft
Theres alot more games i'm forgetting about, but as for my favorite strategy, its either Civ 4 or Outpost 2... do to the newer versions, i saddly have to say that i perfer Civ4 as my favoirte game, then outpost, then knight of honor.