Hey stwils,

Basically it falls to a matter of opinion, preferences and subjectivity. So before you start ask you're self you honest preferences:

Favourite era?
Money to spend?
Are graphics an issue? Not an issue? (a.k.a. eye candy/no eye candy)
Looking for modifications?
Want a challenging game? What sort of challenge?
Is historical accuracy an issue?

Read the guides and see what draws your attention (actually skim or you will be up all night fretting ), look at screenshots, read the opinions of others, etc.

Hopefully you will be able to decide of your own accord.