I have Lands to Conquer, Stainless Steel and The Long Road...

All are good, Lands to Conquer is basically a rebalanced and improved verision of vanilla.

Stainless Steel and the Long Road both add factions and units.

Clouds across Europe was a really nice one but it's development team have stopped work on it, so it is what it is and is unlikely to change...

The Long Road sounds really attractive because of all the new units and factions but it does remove the americas from the map (bigger map however). Stainless Steel does not remove the americas.

Both The Long Road and Stainless Steel use a realisim traits system that introduces features of supply line into the game. Personally I have not yet decided whether this adds to the depth of the game or is simply just annoying...

I use Lusted's LtC the most at the moment...