For me, it depended on what I wanted to do at the moment. At times, I got tired of the near useless diplomacy in MTW2 so I started playing Civ 4, other times, I got tired of the less controllable combat in Civ 4 so I went to MTW2, both have their advantages. Right now, Civ 4 has the advantage of working on a Mac as XP hasn't been reinstalled on it.