I've played every game up to Attila, but here's the thing...only Medieval 2 and Shogun 2 are official copies. That's not good...I know, I know.
I have no DLC for Shogun 2 so I'd likely just have to buy an entirely new copy as the Gold Edition is way cheaper than the DLC...which is just weird.
I love Atilla and Rome 2 both but the complete package of either is pretty expensive. I know I'd enjoy it though, and the prices aren't unreasonably high.
I know nothing about Warhammer but the games look very fun, and also even more of a DLC money pit than the two above.
I didn't care for Empire or Napoleon when I tried them years ago but I can get both games complete in a single package for ultra cheap now.
Shogun, Medieval, and Rome are my three favorites overall after Medieval 2 and as I just enjoy the older style campaigns more and all are ultra cheap. Not really sure why I would even really need Steam copies of them...but I want it for the "Time Played".
Thrones looks cool...but once again, not sure if I wanna invest in a DLC pit right now.