I dunno, I really liked Rome and Medieval, and I have a very soft spot for Empire (I know!!) but after that the games never clicked with me. I can't tell if they got worse, or if I got deep enough into strategies to crave something more substantial.
I love all those games too, but I think Napoleon was the last time they seriously changed the game's mechanics...without counting magic that is. It's a funny thing, I like the city and empire management in Total War better than in the EU games despite it being a 'map painter' and most people play EU an empire management game like it was a map painter. I'd like to play tall in a Total War game for once I think.