For me it's Total War Shogun. Still have that game installed in all of my PCs through the years. Spent countless hours with it when I first found it and still have give it a go now and then.
I have Total War Shogun2 too. It's prettier, has a much more comprehensive gameplay and a lot of stuff for you to do. Overall, TWS2 is a better game than TWS but for some strange reason I prefer the first, decade old Shogun as my favourite.