Oh this game takes me back... It was the late 90's. Gaming hadn't quite devloped into the modern behemoth that it is today and adventuresome games were as common as dragons in Skyrim - not everywhere, but you knew for certain they did exist.
Cossacks is a base-building, tech-researching RTS that has a world of charm despite being rough around the edges. Set bewteen the 16th and 18th centuries in Europe, Cossacks: European Wars and Cossacks: Back to War (the standalone expansion) cover roughly twenty nations from Poland to Portugal, from Algeria to Ukraine - and just about everything inbetween.
Battles are fought with ranged and melee infantry and cavalry, as well as land-based artillery and naval units. The number of units the game can display on screen at any one time is in the thousands, as I recall. Enough so that an army can look like a literal blood-stain seeping across the map.
Resources aren't just for purchasining units, but are also required for upkeep. What this means is: run out of coal and you run out of gunpowder. Run out of gold and your units can mutiny. Run out of gold after you've built a ship-of-the-line and you'll have a mutinous unit on the order of a Renaissance "Death Star" gone rogue.
While this might sound like it requires a great deal of micromanagement, it's actually fairly easy to keep track of - just monitor your resource counters at the top of the screen. If one starts to drop, start some research or throw some more peasants at it. If your food drops below zero, your units will begin to starve.
Some other great concepts found in the Cossacks series: Peacetime in multiplayer. Essentially, you can agree to a set amount of Peacetime - a period where you cannot make aggressive moves. Well, you can, but your units will die when they cross the peacetime borders. This allows for the construction of intricate defenses and massed strategic-level armies.
Another favorite feature of mine and often copied by other games is the right-click-drag to change facing. I can't swear that Cossacks is the first series to use this feature, but it definitely was the first one that I'd played.
The game's default speed is incredibly fast on modern computers, but it can be slowed down to suit your needs - or sped up if you feel you've really just had way too much caffeine today.
All in all a stellar example of base-building RTS. Limited scope and limited marketing kept the game from the rightful place it deserves among the genre, but the game is far more than worth it.
Downsides? Don't expect much in the way of tutorial. You'll also need to really read through the Academy (the main research structure) as well as the Blacksmith and other structures to find all the tech and research upgrades. If you don't mind all of that, you'll find a true diamond in the rough.