Personally I disliked Barbarian Invasion most. In fact, it even took me a long time to even get past the first few turns, since I just didn't find any of the factions appealing somehow.
A small bit after that is Med 2 for me; I dislike how many units and stuff there is on the campaign map. It's cluttering and I personally don't find that princesses and merchants add that much to the game. Shogun, Medieval 1 and Rome I all played very extensively and all completed at least one long campaign. With Med 2, I always lost interest after some time.

I haven't bought Kingdoms yet, and never played MI (although my little brother did buy it and thought it was too hard... I was playing some other games when that was released).