I'm a big TW fan. The only ones I don't have is the Warhammer series-for whatever reason I just can't get into Warhammer even though I'm into Sci-Fi and have many Sci-Fi based games.
I've managed to earned many titles in Atilla, including Butcher for killing 100,000 pixel warriors so far, maybe someday I'll get to 1 million. Nothing like taking over a city in Atilla and raising it and watching the entire region burn...
DEI for Rome 2 is very good. I still have a Rome Campaign going on. I play for a while then take a break.
I'm now taking a break from Imperaitor Rome and started a campaign in Shogun 2.
I'm on the Fence about Troy. Not sure if I'll get that.
As much as I like the TW series, I think the biggest weakness is logistics. While some mods have tried to address this, its hard to fix something that isn't already hard coded into the base game. The game Hegemony Rome and other games of the series does a great job of modeling logistics, lines of communication and the need to secure all of these is well done. Graphics are dated and you're not going to get the epic battles like Total War...
I just picked up Grand Ages Rome for a discount yesterday. If you remember the old city builder set in the Roman period-Cesar, then Grand Ages is worth looking at.
I've been keeping and eye on Knights of Honor II Sovereigns. Its due out this year. It could be a worthy competitor to Total War and the base for a number of titles. With Total veering away from historical based games into the fantasy realm, I would welcome some competition.