Which total war game is better?

[bunt0025]

Not sure about STW1, but in MTW1 you start with less money the higher the difficulty. There are also battlemap bonuses depending on the difficulty, and battlefield tactics get better the higher you go.
Easy - your units get +4 morale
Hard - AI units get a +15% bonus in combat
Expert - AI units get +4 morale and a +30% bonus in combat

The general consensus in MTW1 is that the best difficulty level is Hard, on Expert enemy units become very difficult to rout and tend to get decimated beyond usefulness and adds to your units valour, which hurts the AI strategically. MTW1 is also fairly easy to tweak with little mods, many players will eliminate peasants and ballista from the build tree, which really helps the AI unit choices.

Vanilla RTW was pretty bad on release, you could exploit the campaign map movement features and the battlemap had issues. Mods definitely improved it. I didn't play enough MTW2 or Shogun2 to be able to comment on them.

Drone, this has been my exact conclusion as far as MTW1 is concerned. Expert allows you to valor up your units too easily. Hard allows for a near 60% win before the 1231 invasion but your units don't get too much valor to be unrealistic.

Also, I think someone should reassure the OP that playing without the pause key makes the battlefield management heavily favored toward the computer. Playing with the pause key is horrible training for player vs player gaming but it is honestly about three levels of difficulty easier than without. This magnifies when you get more and more units in the game.

[edyzmedieval]

One thing to point about Expert is the amount of AI boosts that it gets - which make routing units very hard.