Great, great thread. I just have to contribute with some of the stuff that I can remember from the Golden Age back then:
Mechwarrior 2: 31st century combat
The intro completely floored me back then - I remember getting the demo in a PC Player magazine in 1995 and my life was never the same again
Battlezone
This game was so hard to play at the time - I had a difficult time managing units, engaging enemies, resource-collecting. But boy, this game was way ahead of its time. It's still unsurpassed as a RTS-FPS-TPS hybrid (more than the later Sacrifice game)
Command & Conquer
Along with MW2 also one of my first self-bought games as a kid. I loved the contemporary military aesthetics and the FMVs in between missions intrigued me to no end.
Red Alert
The chrono tanks, man.
Diablo 1
The "Fresh meat!" moment was standout to me.
KKND
One of the competitors to C&C back then, but it was mainly fun in MP matches against my friends
Homeworld
Still one of the best RTS singleplayer campaigns to this day.
MDK
I was so frustrated that the install of this game made up 152 megabytes at the times. It was insane.
Mechcommander
Love the loadout management, the salvaging and the pilot RPG mechanics. I still play this regularly every year.
Mechwarrior 2: Mercenaries
I lost count of how many times I was staring at the big box in the PC store at the time until I finally had enough money to buy this game.
Dungeon Keeper
Amazing fun
Half Life
The cinematic single-player campaign before Call of Duty.
Quake
The amount of multiplayer matches over IPX networks back then
Heavy Gear 2
I discovered this game through the CGI trailers on the Activision games I had. Great and fun game!
Raptor
I had a shareware version, but I still spent so much time on just that single level.
Dark Reign
Amazing intro and innovative AI at the time (search & destroy comes to mind).
Dark Forces
I actually played this before I had any direct experience with the Star Wars films, but I found it really entertaining.
Fallen Haven
I bought this on a whim because the cover looked amazing. Unfortunately the game wasn't as impressive.
Theme Hospital
I returned to TH last month and it still holds up. Great, great game design.
Total Annihilation
My brother bought this for me as a Christmas present, but I originally wanted Dark Reign back then. After the intro and first couple of maps I was proven completely wrong.
Turok 3DFX
First game that I saw utilizing 3DFX. It blew my mind at the time.
Warcraft 1
Despite only 4 unit selections and no grouping, it was still a great, great game, despite the OP Warlocks.
Warcraft 2
I played this to no end when being sick
Z
Difficult as fuck, but the FMV made me come back to the game.
Interstate '76
Again a game I discovered through the CDs of Activision. I loved the setting
Worms
This might be Schorched in a different coat of paint, but the amount of weapons, maps and customization made it so fun to play against friends.
Honorable mentions, but probably already posted in this thread:
Wing Commander 4, Warzone 2100, Uprising: Join or Die, Doom, Wolfenstein 3D, Rollercoaster Tycoon, Starcraft, Syndicate, Duke Nukem 3D, Tomb Raider, Age of Empires