Hard question! So i'm gonna say my favourites, both turn-based and RTS, or hybrid:
Rome Total War + Europa Barbarorum mod: Ok, this is a modded game, but the first RTW was already a pretty good game by patch 1.3, the two expansions are a joy to play, and i loved the game as the Western Roman Empire in Barbarian Invasion, so hopeless, and epic. Anyway, the thing about using Europa Barbarorum is how insane the unit variety is, what they were able to do in that engine was amazing and the game is great, there is a real feel to each faction, and they're all fun. I remember having the time of my life using the Romans and the Parthians, factions who have opposite fighting styles.
Europa Universalis Series: I'm still split between III and IV, but i really enjoy the flow of the game, or even better the focus on Great Strategy, the diplomacy, politics, how to run you nation. It's very fun game, and you will lose a lot of hours without noticing! And even with purists getting pissed, you can change history! I bet everyone here that played changed history in some way or another. Me? I took over the Mediterranean as Venice, by the 1600s the Otoman Empire was no more, divided by myself and the Mamluks, no Byzantines either, i took Greece along with a lot of Eastern Europe for my Empire, and now i'm kicking Austria's butt while spreading the joys of Capitalism! on the rest of Italy.
Starcraft 2: I loved Starcraft Brood War, really, i have played that game more times than i can remember....An i fully embraced SC2 when it came out. Besides loving the faction rebalance and the new units, even at the expense of some favorites, i liked the game and for me he was still going strong. Another thing that a lot of people hated, but i liked is the 3 games stuff, i like because every storyline focus on the faction of the game, you delve deeper and there are more missions, and the variation is amazing.
Command & Conquer 3: I loved that game, i played the first, Tiberian Sun and RA2 back in the day, but C&C3 is a damn good game, it's fun, the story don't make sense, but i don't need to, it's just Kane being Kane once more. And as a NOD player it's just fun to go along, see all the backstabing and hope to survive by the end of the day. And it is just me, or GDI kept losing the "protagonist" role while the series was going? More people played just for the NOD part of the game.