Age of Empires games are boring IMO, or at least the Single Player mode is. The AI always goes for you, ignoring their neighboours (unless they actually overlap). The AI is also unimaginably stupid.
It is incredibly easy when you press F3 (pause) and then give your commands, gets you a really quick start.
Overall poor games, but on the internet they can be fun.
My favourite type games are First Person Shooters - multiplayer. They are just soo fun

Counterstrike and Battlefield 1942 are the best in my opinion. I don't particularly like Unreal Tournament or whatever, but it is the only game that is half-decent that I can run on this pc (an play online) -- which I don't do anymore.
In a month or two, i'll have a new computer, and a fast connection. You won't be able to hold me back
Edit: For Single player, I like the Fifa games (which are great 1 v 1 also), and Civilisation.