Civilization 4 : Beyond the Sword adds quite a lot of features to the core Civilization game, but I think it's a bit more for the advanced player since it means that there is even more shit to sort out in the endgame (though I think the end result is a better designed game). Don't bother with the Warlords expansion, since everything that is in Warlords save for the scenarios is in Beyond the Sword.
Alpha Centauri is probably the second best Civ game now that Civ4 has all grown up and is awesome. Most people would skewer me for saying that, but I'm not the kind of person to say that an older game is better than a newer, more solidly designed game just because it was awesome when it came out. SMAC has some weaknesses-the AI is weak, the game's resource model is primitive compared to Civ4, and much of the awkward Civ2/Civ3 stuff that Civ4 retooled is all over SMAC. It's still a VERY good game, don't get me wrong, and if you have a scifi itch to scratch you won't find a better terrestrial empire builder with that setting than SMAC. I just don't think it is as good of a "Civ" game (which is what it is, with a ton of other things added) as Civ4 is now, which is understandable since SMAC is almost a decade old.
Company of Heroes is to WW2 games what Jason Bourne is to spy movies. It's sexy, gritty, action packed , and, most importantly, brilliantly designed and executed. It's one of the games that I pretty much recommend to people without hesitation. It runs well on modest (6600GT/P4) systems.
World In Conflict has much steeper requirements but I really dig the FPS-style drop in multiplayer as a great weeknight time waster. Play the demo and see if you like it-for a lot of people, not being able to build bases is a real turnoff.
Age of Empires 3 is a old-school style econ RTS with a great coat of a paint/polish and an undeniably slick RPG-like "home city" system by which you can customize your style of play to the nation(s) you are playing with and the map you are on. I love this feature and hope to see more RTS games have a sort of planning "outside of the game" metagame going on as it boosts tactical options greatly and encourages diverse build order designs.