The Total War franchise hasn't been around near as long as some of the others on this list, but it has delivered no less than nine titles and has done us the courtesy of revamping two titles, Shogun and Rome, with newer graphics and interface. Every Steam sale seems to offer up huge discounts on this franchise and it's worth it.
If you have never played before, ease yourself in with one title, before you spend loads on every last one. The interface from the original Rome and Medieval just doesn't age well compared to the improvements the series has seen. Expect to see these games to keep on for a long time, perhaps even compete with Civilization at some point for the title of best strategy game.