In days of old I remember watching my friend's older brother playing a game where you were a huge robot which would create buildings, units and go to war, later on I found the game was "Total Annihilation", how I loved that game so much and even now talking about it makes me want to play it.
Also, not to forget Age of Empires, and Age of Empires 2 (Which was the first game I played multiplayer, was so much fun, it used to be "Microsoft Game Zone" back then I think, you used to go into a web browser join a game then it would launch AoE 2.
Hmm...My first console game was Zelda: A Link to the Past (On SNES) and I loved that game, however as a child I could never complete it (Only with the help of my parents), baring in mind I was like 5 when playing it.
Ooo almost forgot "Z" on DOS, that was such a fun game, another strategy (my childhood seemed to be mostly strategies), where you controlled platoons of robotic soldiers, capture factories and in turn territory where you could build tanks and jeeps and attack the enemy's fort.