You can try Caesar 3..... A pretty old game, but has a nasty habit of surprising the player. Always challenging and a level can be played in 'n' no. of ways....
While I agree that Caesar 3 was a fantastic game, I think Zeus: Master of Olympus is a much better game to play as it improved the gameplay in nearly everything. Well, everything except combat.
I can't believe the thread has gone this far without mention of Homeworld. I'd put it on par with AOE and Company of Heroes. No love for a space based RTS people?