PC, console, doesn't matter. Me personally, I like RTS, RPG and space flight/economy sims. There are a few FPS titles I like but not many.
Dawn of War, Winter Assault, Dark Crusade, Soulstorm
Starcraft II - (This just finished patching)
Command & Conquer series (Red Alert 95,C&C Gold95, RA2, Yuri's Revenge, Tiberian Sun, Firestorm, Generals, C&C3 and Kane's Wrath, C&C4)
Warcraft Series - Warcraft II: Battle.net Edition and Reign of Chaos
Homeworld 1 and 2
Emperor: Battle for Dune
Dawn of War II
Company of Heroes
Warhammer: Mark of Chaos
Universe at War - Has a serious zoom problem and like Empire at War, totally different from the C&C series these guys created. (formerly Westwood Studios)
Supreme Commander: Forged Alliance - Buggy as hell, I hardly bother anymore because it freezes up so much.
Sins of a Solar Empire
Starcraft and Broodwar
Star Wars: Empire at War - Seriously disappointed with the campaign and conquest modes. Otherwise a fun game.
Diablo I and II + lod
Neverwinter Nights 2
Baldur's Gate I and II
Mass Effect 2
Fallout New Vegas
Battlefield 1942 + expansions + Eve of Destruction and Desert Combat Mods
Freespace I and II
Imperium Galactica II
Galactic Civilizations II and xpac
EVE Online - spent four years on this. Somehow my dreams of forming a 20,000 man coalition and purging 0.0 never came to fruition.
X3: Gold - X3: Terran Conflict + X3: Reunion - Just got this after hearing it's a great substitute for EVE Online.
I think that's it.
I've been playing Diablo II: lod lately and sneaking in a bit of Starcraft II and C&C4 here and there. I couldn't play them on my old XP PC.