Company of Heroes is the RTS of this millenium. It's ok to plug it.
In many cases, the reason your RTS units are "stupid" is due to the maximum range of your unit's weapons. For instance, it's very common to put a longer range unit like a Siege Tank out of range of some Marines and hit them, and they'll come running and get slaughtered by your waiting forces. But they were going to die if they stayed where they were. Eventually a game will implement a way for units to "call for help" within some radius, but it really won't make the units smarter. It'll just change the tactics. Concentration is the true resource in RTS games, it's like strategy with an egg timer.
Back to Oblivion, there's a ruinous exploit that makes the game hilariously fun and yet ultimately defeating. If you get to the mage's guild where you can create your items, put the maximum level of Chameleon on every piece of equipment and when you reach 100% you become permanently invisible. If any of you guys built your character poorly, you can use that gear for awhile to train up your other skills without getting slaughtered by bears and bandits.
But yeah, Oblivion's leveling system was ridiculous because to min/max you have to VERY tightly control when you level (after you skill up appropriately so that you can max out your stats) so you want to tag primary skills that you would only use in a controlled fashion. So if you say tagged, Sneak, Athletics, Swords, and some other "sneaky rogue" skills, you would level very quickly, but only get +2 or +3 to your stats when you level, but all the monsters in the game get +3 or +4 so they quickly become more powerful than you. Ironically your character is at his/her most powerful at level 1. I actually beat the entire storyline without leveling up and it was surprisingly easy.
Fallout 3 fixed the leveling issue and I hated sword/shield combat in Oblivion so guns were an obvious upgrade for me. (I was always a bow/spell slinger in Oblivion) I consider Company of Heroes, Mass Effect and Fallout 3 to be exceptional modern games.
So what's missing from games? For me its consistency. Every now and then I can find a really good game, but there's usually only 1 or 2 per year and you have to sift through dozens or hundreds of mediocre titles to find it. I'm happy with the quality and features of top shelf games these days, but of course there are well marketed games that are just embarassingly bad too. It's easy to lose perspective and trash the industry but it's the same with movies and books, only a small percentage of them are really good.