Agreed. Especially the Dark Crusade and Soul Storm expansion packs.
Command & Conquer Red Alert and Red Alert 2 being very good cold war era strategy games with Red Alert 2: Yuri's revenge expansion pack having the best skirmish mode, if you prefer short battles with the AI over the campaign.
Command & Conquer 3 Tiberium Wars for something more modern (2007), or Command & Conquer Tiberian Sun if you don't mind the graphics.
As I've deduced that you are a Star Wars fan, I can recommend Star Wars: Empire at War for its amazing space battles (Just build a fleet of Star Destroyers and the Death Star and cleanse the rebellion from the galaxy!)
Sins of a Solar Empire
Star Wars: Empire At War is similar, but better in my opinion. I didn't like Sins of a Solar Empire much but it depends on your style of gaming. You may love it. So, recommended
Also, good strategies:
Age of Empires 2 (classic) Sid Meier's Civilisation IV or V (V was published in 2010 so I recommend it.)
And another Starcraft-like but old RTS:
Outpost 2: Divided Destiny
Also wonderful Strategy-like game (in reality it is a Tactical RPG but requires strategy to win):
@Rokie06 well in that case, Imperial Glory maybe? (I assume you know cossacks)
Or the Close Combat series for World War 2 (I assume you know Company of Heroes again ). Both are pretty old though so don't expect any good graphics (by today's standards)
As for a less known but more modern strategy game (with better graphics and different gameplay) that is one of my personal favorites, I recommend Act of War: Direct Action
@Doombreed I check out most of your games and I find them games that fit most of my requirements and no I don't know cossacks can you tell me what is it (I recognized the total war series)
Cossacks is a series of famous strategy games set in the 17th and 18th centuries.
You have 6 different resources with which to maintain your city in a good condition and train an army.
Gameplay differs from classic strategy games in that the player controls a lot of military troops, can assign them in formations (in presence of officers and drummers) to attack the enemy in different ways, has to keep his resources at an average level (lest his armies suffer from famine), can wage naval war through different types of ships or build artillery or grenadiers to have an advantage in range or against structures respectively.
It is set to simulate combat in the 17-18th century time period with an effective combat system designed to take every unit's real life strengths and weaknesses into account.
Unfortunately it is quite old (the first game was published in 2001) but you can play the sequel (Cossacks 2: Napoleonic Wars) for slightly better graphics.