Warrior Kings
Wiki
Developed by Black Cactus (the development team from Eidos when they shut internal games development).
Old RTS from 2002 that I keep going back to time and time again. The Wiki link has all the details about it, but in summary it is set in a fantasy medieval era where you play as Artos, the son of a Baron killed in cold blood by the leader of The Holy Empire. You play through a very long campaign where your decisions at certain points in it will change the path you take through the game later - essentially there are three main routes, the Imperial path (Holy Empire), the Pagan path (witchcraft and demons), and the Renaissance path (engineering).
It was overlooked in it's time and never got the recognition it deserved in my opinion. As said, this is my "go to" game if I fancy playing an RTS as in my opinion, nothing even comes close to the depth or quality of this game - Age of Empires is the closest comparison and the features of that dwindles in comparison.
Don't think it costs much to buy now, but I would definitely recommend this to anyone that is looking for an involved RTS that they can spend hours getting lost into its world!