Best strategy game depends on how you look at it. I think that the original starcraft is perhaps the best strategy game ever. The three sides in starcraft are remarkably different, yet almost equal (Zerg are the strongest perhaps). Command & Conquer has also been a great series, and the C&C Red Alert 2 was a great RTS.
Warcraft 1 & 2 were good games, but Warcraft 3 was, well, boring (Just my opinion, your opinion may vary).
If you like turn based strategy games, then Age of Wonders is perhaps the best, with Civilisation a close second.
I am sure you know that in most of the RTSes, the AI cheats, that is, the AI may not have some restrictions which the human player may have. However, Freeciv is a turn based (freeware) strategy game, where the AI does not cheat - and still does a great job. There is also one more Fantasy turn based RTS available - Battle for wesnoth.
Head over to *www.happypenguin.org and download both Freeciv and Battle For Wesnoth. They are free, and really good games.
Pallav