I will go for EMPIRE TOTAL WAR
You are going to love it. I started with Medieval total war II. Then on to Rome total war, Shogun, Empire, Napoleon, and now Shogun 2 total which I think it is the best one out of the series.
But you are going to love Empire. I bought all the mods for it also which gives you special troops. So have fun. You will sink some hours of game time.