I played through the storyline and that was cool, but it came out around the same timeframe as total annihilation, and the gameplay for TA (especially with its massive explosions and kbot parts flying around everywhere) was just so much more my style.
Once rise of nations came out, however....meh, most other RTS's feel pretty boring. company of heroes was pretty killer though (besides the craptastic micromanagement you had to do with AT guns/machinegun nests).
I'm derailing the thread now, however, so I'm going to stop.
If you had to pick just one, Rise of nations >>> all by a long shot.
EDIT: ESPECIALLY if you play against the AI. in RoN, especially if you're learning or you have 1-2 people who aren't as skilled, you can have two people play the same nation. Literally the same units. Have one person take care of the economy and one take care of the military/defense.
When I did it with a buddy of mine, I did economy, and to be honest, it was the most fun I've ever had playing an RTS. Trying to balance between short term gains (not spending money and using it on military purposes) and long term prosperity (upping the market caps and raising the efficiency of citizens) is a constant struggle. Throw in the differences between some nations, and you have a game you can replay a bunch of times.
There! my thread is now back on topic.