I have played all total war games and for me only one stands out that being Rome. Its a fantastic multiplay game but does feel a little dated now at the side of MOW.
I have tried but do not like NTW but will be trying Shogun on its release. Most people are crying out for Rome 2 but if they use the same format as empire etc it won't work.
Rome I would reccomend its a fantastic game and very deep, gamespy issues are a problem even more so than mow.
The biggest problem for me is in RTW it is right click to move in MOW its left click, simple issue but gets me in all sorts of problems in rtw

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Looking forward to assault squad more than Shogun but would be up there in the queue for rome2.