Oh man RotK XI is so good I was really into it a few months ago. Until Sun Ce destroyed the glorious Kingdom of Ma Teng I wish they'd give us XII in Englishland but I think that ship has sailed. I like the ones where you just control one guy and go do your own thing, as well as the ones like XI where you control the whole kingdom.

I love pretty much everything on Pike's list, especially Darkest Hour. Add Endless Legend, and I like Space Empires V more than IV personally. If only it would run on modern OSes.

Eador: Genesis
Battle Brothers
Jagged Alliance 2
King of Dragon Pass. It's probably more strategy than anything else. It's really a game that fell into our dimension from a completely different one where games are completely alien and different to ours, but whatever the hell it is strategy is definitely a big element.
Imperialism
Star Ruler (Haven't spent enough time with 2 yet to comment)
Populous: The Beginning
Silent Storm 2

Also I don't know to what extent one would count city builders in the genre, because they kind of run the gamut from old-school RTS that happens to permit pretty city planning, like Age of Empires, to affairs where the building is prime and combat secondary (Pharaoh, Zeus, etc.) to ones where the city is the only real thing going on (Banished, Tropico) to a pure city-builder (SimCity 4, Cities: Skylines), but where to draw the lines between strategy and management is not easy. How do you even classify Patrician III for example? It's got combat. It's got city building. It's got trading for profit. It's got bribing magistrates for votes. Anyway, draw whatever conclusions you wish, but all the games in this paragraph are great whatever their genre, in my opinion.

This has always been one of my favorite genres so yeah, plenty to list here!