Well for simulation strategy, its got to be medieval 2 total war even though its probably the worst out of the total war series, and I never got age of empires 2 despite playing a lot of age of empires 1 and 3.
I have got crusader kings two but i'm more into the simple style of total war strategy as well as the fact that total war is more focused on battlefield tactics which I enjoy where as crusader kings two is fairly simple in terms of battles and is more about overall strategy and management and other stuff that I don't have the patience to understand or get into.
For RPG, I did love playing oblivion for the most part although I have been playing morrowind more than skyrim lately. Did play a lot of world of Warcraft but thats really a bunch of different themes mashed into one, steampunk, sci fi, zombies, medieval, mythological so I wouldn't count that game.
Shooter or first person game? Well mount and blade is pretty awesome at times although I think that game is more "Dark ages" since it involves the vikings which were before the medieval period of knights. I would say With fire and sword was awesome if it wasn't so shit and unbalanced so I wont say it. I didn't get chivalry medieval combat since I already got war of the roses, although I have heard the melee is better for chivalry, i'm a sucker for war of the roses customization.
I did actually really like playing the mediEvil demo when I was a kid but never bothered to actually get the game.