You might have to try e-bay or something, as it is an old game, but Imperialism II is a very good country-level strategy game. It is in the Civ mold with exploration, expansion, combat, diplomacy etc, but more period specific (16th to end-19th century). It has less city-level micromanagement, so goes at a faster pace. Perhaps the best feature is the resource management side of the game - it is great fun and challenging trying to overcome the many bottlenecks to development. The AI is very competitive.
I also have Heroes of Might and Magic III Complete on my laptop. It is fantasy themed not historical, but again has competitive AI and gameplay that hits a nice compromise between ease of play and challenge.
Europa Barbarorum is worth trying if you have not done so recently. It is 0.81, but for all intents and purposes is a complete mod now - no CTDs or unfinished artwork. While it is most renowned for its attention to history, I also admire what they have done to the gameplay - making it more challenging, and - via the traits - more rewarding. I don't think you can beat TW for battles and mods such as EB build on the core engine well.
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