It depends on the game. I enjoy a lot of both. For RTS I have stuff like Dawn of War, Starcraft and Battle for Middle Earth 2. While Turn based games are pretty much endless.
Both have their pros and cons. Turn based offer a lot of time to sit and think (at the same time single player RTS games usually do as well thanks to a pause button) while RTS games are about having a general strategy, implementing it, and just working on the fly with your resources.