I'm more of a turtle builder so I rarely play online, these are my favourite strategy games and I'm pretty sure they all have online play. If real time strategy isn't what you're after and/or the massively multiplayer aspect is really important than these are prolly no good, anyway.
Dawn of war 2 - cross between RP and strategy. Set in the warhammer 40k universe, you control several squads of space marines and complete missions. Your squad leaders level up and gain access to new equipment/abilities. You make use of cover, strategic points on the map and triggered abilities like grenades etc.. I'm not sure if you meant first person shooters only are excluded or all shooting type strategy games.
Total War series, turn based strategic map with 3D real time battles when two armies meet on the turn based map(auto resolve is available too). Nothing better than watching your heavy cavalry come crashing into the rear of the enemy line sending their troops flying and causing a rout. Defending castles against impossible odds is also fun. Online is 3D battles only. Many user created mods. They actually support mods via Steam in the later titles. Pick your favourite time in history, there's loads of titles, rome, medieval Europe, feudal Japan, napoleon in europe and the latest one is based on warhammer fantasy.
Then there's your standard rts games like command and conquer, dawn of war soulstorm, age of empires, Starcraft..
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