I've got a weird relationship with strategy games, and RTS in particular. I used to love them when I was a kid, it was easily my favorite genre, for a long time StarCraft was the only game I played. Then as I grew up I realized how competitive the genre was, which gradually turned me off to it because I really don't like competitive games. I just like to mess around, build some units, fight some battles, maybe do some cool strategic maneuvers, but I've always detested the whole "This game is all about becoming better so that you can win more"-vibe I get from a lot of RTS games.
I guess it's for that reason that I've always had a soft spot for Warhammer 40K: Dawn of War. In the end, it didn't take itself too seriously, it felt like it was aiming towards more of sandbox vibe then trying to be competitive. Like it was saying basically "here's a bunch of really cool alien races waiting to kill each other, now go, have some fun", which has always suited me just fine. I kind of liked the single player campaign sequel too, even though I didn't play it as much.
Lately I've also made friends with StarCraft again. Despite the fact that it's the mother of tournament RTS. Because oh my god that single player campaign! Heart of the Swarm blew me away, Blizzard has always known how to tell a story through a strategy game, utilizing the unique aspects of the genre to tell a story on both a big, faction level, as well as on a more personal, character level. They've also managed to make each mission feel unique and challenging, more so than any other strategy game I've played before it.
Other ones I've enjoyed recently are Civ 5, XCOM: Enemy Unknown and Reus. And I sort of feel like I have to mention Commandos 2, I spent so many hours playing that game when I was younger. I kind of wish they'd bring back that genre of isometric strategy/action games, it kind of deserves a rebirth ^^