I have to chime in with a I'd give MTW a shot. I don't know if I'm biased (I've never tried RTW or M2TW), but from the people I have heard who have all three seem to agree that from a gameplay perspective MTW still rules the roost.

Not to mention its got to be disturbingly cheap.

I've played Civ 1 and Civ 3, and you'll seem some similarities in especially the strategy map actions. Teching up, alliances, diplomats and the etc. Civ 3 is a bit more complicated diplomacy wise, but it'll feel the same.

Battles are a whole new thing entirely. Battles in MTW aren't anything like the Civ games.

The comparisons could last along time. Both MTW and the Civ games are extremely complex, in the end if you liked those games there is a good chance you'll like MTW.