I remember the first TW game I ever played was Shogun:Total War when I was about 8. I am always quite suprised when I hear people saying that S:TW had a better AI than RTW, because I always found it pretty easy. I had one established tactic that I remember always working, which I repeated every time I played the game (I picked the faction on the southern tip of Japan, allied with my neighbour, then flanked them by island hopping, destroyed them and them porceeded to obliterate everyone else).

To this day, I have only actually played one campaign on RTW (whcih didn't go so well), instead I only just watched my brother playing ( mostly cause he never let me play), although I played a lot of custom battles ( war pigs vs peasants anyone?). I found EB while looking at the wikipedia article on R:TW, played a small Romani campaign with the money cheat on as a sort of tutorial and then went on to play a Casse, Baktria and then KH campaign.