Ideally I would like Asia or WWI in that order, if they could be done right.

Realistically I seriously doubt either would be done very well, so maybe it would be better to go for Rome or Shogun 2; as hoom said, I would rather have a game which is not too ambitious in scope and which is well implemented than something which tries to be the "best game ever" and falls short. Also, I care sufficiently little about the settings that I won't mind giving it a miss if it's another mess, but enough that I would be interested in playing the game if it is good.

The only setting I would be really iffy about is Medieval 3, I don't see what could be added by revisiting the setting yet again. I would probably be inclined not to bother with it unless it turns out to be really great.

In any event I think the next game is likely the franchise's last chance; CA badly needs to repair the damage done by ETW, and I think breaking the series of progressively more unfinished games we have had since Rome with a slick, finished game with realistic ambitions is more important than the specific setting.