Going back to MTW

[GrandInquisitor]

for me, RTW had better management (chinless wonder wore thin VERY fast), better cavalry by far (cavalry charges were worthless in MTW), Rome's map is more strategic, trade was better (can trade with your own ports and no need of chain fleets), and diplomacy (which MTW just didn't have). but this is just me

[lugh]

My main complaint in Rtw, and I haven't played it extensively, mind, was that it's too easy. You require very little tactics especially on the battlefield. Cavalry were a very conditional force, in RTW you can confidently take a majority cav army into the field and wipe the enemy out, this just didn't happen. That saying I love cavalry in MTW, they just require more skill to use effectively.
The campaign map is very exploitable, there are things in MTW that you can gank the AI with, but with RTW it's almost impossible not to.
Neither are perfect though.