Loved Empire, Rome 1 and 2 and Medieval 2. Didnt really care for Napoleon for some reason and have only played Shogun 2 for like five minutes. I was interested in Three Kingdoms, looks good, but I dont think Ill ever have the time. As far as expansions go I loved Alexander, liked Barbarian Invasion but didnt care for Kingdoms. Havent played any of the other games expansions.
Anyway its tough; I probably played Empire the most, but had the most fun with Rome 1, and think Medieval 2 is probably the most well-rounded, solid entry.
The fun part is the most important though, so Ill give this to Rome. Still hoping for a Medieval 3.