I've got Civ III & IV, and enjoy both of them, and I also play AoE:AoK. I like both series a lot, although the gameplay is quite different in each and more focused on certain aspects. Its pretty impossible to compare them, as each has quite different ways of doing things. I dnt have M2TW but put RTW above MTW & STW, after playing both as well. For outright gameplay though, the Total War series is my pick compared to the others.

As D Wilson above me says, start with M2TW. I've heard its much improved, as it should be, so unless you like the roman times, I wouldn't try RTW. Start with the latest :)