STW is probably going to have compatibility issues, not surprising since it's an old game.
MTW will probably work but if you have a Nvidea card you need to lay hands on an old driver, otherwise it won't work. MTW I can recommend, it's less glossy but has several great features that weren't carried over to newer TW games.
RTW I wouldn't buy if I were you. If the classical setting appeals to you, you might want to, but it has numerous historical inaccuracies. There are lots of good mods for it, though.
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