Very difficult.
I'm torn between MTW and STW.
STW was the first game of this style and CA did a lot of things right.
Campaign play and MP are excellent. The AI is quite good, too.
Only drawback is the Graphic engine. This is the game where you need the most tactical skills.

MTW expanded the campmap without causing too much trouble. AI got worse though.
Important things like seasonal turns, weather (fog), videos etc were unfortunately
left out.
MP can be Fun when playing the community mod or playing correct people.
Some of the factions can't be used in MP though (only in specific scenarios)
due to balancing issues which lead to the standard christian armies.
Graphic engine isn't that good either but the game is very moddable.

RTW extremely altered the campmap play without enabling the AI to deal with it
wisely. That's one major drawback for me. The zillion little bugs I can live with (minus the Horse-Acher bug). Battle-mode is horrible for me. Way too fast etc. Haven't played MP for this reason. The Graphic-engine is superb.

So, comparing all these impressions I voted STW.
The immersion, atmosphere, MP mode are not achieved by its followers.

R'as