Age of Empires (1997)
Ensemble Studio's first big release in 1997 Age of Empires was the big daddy that spawned the great series backed by Microsoft. This was the first RTS I ever played back in computer class at primary school. Unfortunately this isn't available on Steam but it and its expansion "The Rise of Rome" are available cheaply on a disc, if any of you still even have a disc drive.
Age of Empires II (1999)
This was the first video game I ever actually owned and luckily for me it is considered one of the greatest ever made. This is by far the most fleshed out game on this list. In fact it was so good it is still considered very much playable today despite the late 90s graphics and in 2013 it was relaunched on Steam with workshop support, steam supported multiplayer and an entire new expansion "The Forgotten Empires" to add to "The Conquerors" which came out in 2000. They added another expansion "The African Kingdoms" in November 2015.
If you are going to get any of the games on this list I seriously recommend getting this one due to how deliciously good it is and how readily available it is on Steam.
Age of Empires III (2005)
This was the first game I got when my dad bought us a brand new Dell 9200 which ran the brand new software Windows XP. I remember being blown away by the 3D graphics and how different the gameplay was to the previous two games this one being heavily focused on ranged gunpowder units rather than melee ones. This game is available on steam though the multiplayer is run by Age of Empires Online which you have to make a separate account for and doesn't work sometimes. Still recommend buying in a steam sale as is a very fun game, especially for LAN parties (true for all of these games).
Age of Mythology (2002)
The release of Age of Mythology actually passed me by as I was very young and I only got Age of Empires II in 2001. That being said I really did miss out not getting this game until after the release of Age of Empires III in 2005. This is a great game with enough differences in the game mechanics to warrant buying it. Though you should probably buy it for the single player campaign alone which I definitely remember going over to friends houses to play.
If you like titans and greeks then you should probably buy this on Steam in a sale.
American Conquest: Divided Nation (2006)
This game is more of a personal favourite being given a 5.9 on IGN but I definitely remember it being fun to play. Sadly though it doesn't run on anything more advanced than Windows XP (I've tried). I doubt they'll release it again on Steam but if you have Windows XP and a couple of quid you can find it on Amazon for next to nothing. Perhaps it came out a little too late as the graphics were considered a little outdated in 2006, everything had to be 3D.
Cossacks II: Napoleonic Wars (2005)
Another game released to mixed reviews. I remember buying this in Woolworths in Stratford-Upon-Avon with my grandfather. Fun game with the same kind of game play as divided nation although it is a little (great deal) more polished. Game can be found on Steam for very little, even not in the sale (£3.99 or something).
Watch out for Cossacks III which is coming out this year.
Rome: Total War (2004)
This is one of my favourite games and this list makes a return to all round acclaim. This and pretty much any other Total War game with the old M2 engine (not the buggy warscape one) is definitely worth playing and it is easily available on Steam. With the shutdown of GameSpy in 2014 all multiplayer was shifted to being hosted by steam in the first patch for nearly 10 years.
Medieval II: Total War (2006)
Uses the same M2 engine as Rome but this is set in the medieval period. Just like Rome it is a fantastic game which plays well and looks good. The real strength of this one lies in its expansion with four different campaigns in one expansion (compared to DLC that's godly). You can do anything from gun down Aztecs in the Americas to retake the Holy Land from the infidel. There is a reason this gets a 10/10 on Steam.
Stronghold: Crusader (2002)
The successor to the original Stronghold which came out a year earlier Stronghold: Crusader is my favourite instalment in this franchise. The onus in this one is very much on building the most impenetrable fortress you can and defending it from the infidel whichever religion you or they may subscribe to.
Great game, available cheap on Steam where it gets a 10/10. What's not to love?
Dawn of War (2004)
A great RTS that I used to play for hours with my friends in a LAN party. Not only that but it is set in one of the most interesting and in depth depictions of the future I've ever seen (just don't read anything by Matt Ward). Available on Steam and well worth your time.
Watch out for Dawn of War III coming out later this year. Apparently there is a return to the original formula after the slightly boring DoW II so there are high hopes for this one.