I'm more into RPGs now than RTS games, but for a long time they were my mainstay, and make up 80% of the retail games I own. I have Warcraft II and III, Command and Conquer 3, all the Total War games except Empire, all the Dawn of War games except Retribution, Age of Empires II and III, Rise of Legends, and Supreme Commander 1 and 2. Oh, and Starcraft, but I immensely dislike it and never play it.
I still play play Shogun 2 Total War and Dawn of War II quite regularly, though. It's a shame there haven't been many interesting RTS games coming out recently. There's still so much to be done with the genre.