I'm not much of a RTS guy but my favorite RTS is Command & Conquer: Tiberian Sun. Followed by Warcraft II, Generals and Starcraft.
Tiberian Sun must be free these days.
You can pick up the whole C&C collection for super cheap, I think it was $10(USD) when I picked it up. Tiberian Sun is really the only one worth playing. Speaking of free PC games http://www.rockstargames.com/classics/ thanks to Rockstar! Of course you can get http://www.elderscrolls.com/arena and http://www.elderscrolls.com/daggerfall/, but I bet they've already been linked. There are plenty of newer games that were commercial, too, some are even great. http://news.bigdownload.com/2008/10/07/download-full-spectrum-warrior-full-free-game/ http://www.fileplanet.com/187537/180000/fileinfo/Psi-Ops:-The-Mindgate-Conspiracy-%28Free-Game%29
http://en.wikipedia.org/wiki/List_of_commercial_video_games_released_as_freeware
I don't know if anybody mentioned it already, but Sins of a Solar Empire is awesome. It's a space RTS that blew me away the first time I played it. Torchlight is a pretty good dungeon crawler, you can grab it for $5 on the right day! Check http://www.gamesas.com/topic/1323066-game-sales-and-deals-steam-gog-impulse-desura-etc/ for (kind of) up-to-date deals that are happening on some of the major websites.