I played Rome first, since it was pretty looking and sounded interesting. It was fun, so I bought Medieval. Gods, the two games were so similar but so different. It seems to me that MTW has more depth and vastly more replayability, but that is a bit off topic. Playing RTW did prepare me for MTW, both in the battles and the campaign map, and RTW does seem easier. IMO, this is due to RTW's better interface, but also due to a vastly-less complex strategic campaign (diplomats aside, though they really don't do much of anything).
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