You can call Battlezone the first RTS/FPS, you could call Natural selection the first, you would all be right. Those are really just different approaches to the blending of action reflex gaming with RTS base and unit building. Natural Selection's and Battlezone's buildings are usually more simple then normal RTS games however. The first game though that can really be said to combine the 2 genres however, is Magic Carpet.
That being said, I believe Good Vs. Bad 2 is better then all of them. Unlike Natural Selection and Battlezone it has more then the full palette of building types to build (more variety then say starcraft), BUT all the fighting and even building is controlled from a first person/3rd over the shoulder view and is completely human controlled. There is no AI control or "dice rolling" battles.