Lords of the Realm IIIt's half RTS (battle scenes) and half economic management, but all fun! I could still get lost in this game for hours. You assign peasants to different tasks, like woodcutting, farming, or blacksmithing. Gradually you build up enough weapons to raise an army, then send them off to conquer your neighbors. I love how the game's rival nobles all have different personalities and strategies.
Myth II: SoulblighterIt's an RTS, but with no economic aspects. In each stage, you are given a group of soldiers, and it's up to you to see that they survive to the end. You can't produce new ones, and enemies can catch you out of position if you're not careful. The story mode is fun, and there's a lot of downloadable plugins that people have made over the years that add new and crazy units to the game. Ages ago my friend and I made a whole set of Final Fantasy VI maps and characters.
It was so much fun.