It's really impossible to just go with one.
Europa Barbarorum: Yeah, it's THE mod for Rome: Total War, there is no real balance, it's as hardcore as possible, you will probably not be able to pronounce the names of the Sweboz and Pahlava units, hell, most of the units of exotic cultures have impronunciable names. But, it's fun as hell, and you sometimes get lost in the game just by reading the freaking tooltips, since it was made by a group of historians, it's really nice if you like to delve a little deeper in the inner workings of ancient civilizations. More importantly than that the lack of real balance, and how every faction has a different gameplay and feel, forces you to adapt to your enemies, and that's one of the most important things to do in any strategy title.
XCOM - Enemy Within: While EU was a very good game, EW just elevates the title, it can be a really hardcore game, it can be easy as well, but even so, it's fun. One thing i always like about this title is the sense of urgency that it gives the player, it's like...You just can't waste any time. The gameplay is still interesting and fast paced, even while being turn-based, and i just like the new features in the game.
Europa Universalis IV/Crusader Kings 2: I guess i can speak about both of these two at the same time. They're amazing games, both of them, the depth they provide, the choice, and basically how to play them. It's simples the best Grand Strategy games out there, each with their own flavour, be it personal intrigue in Crusader Kings 2 or continental politics and warfare that occurs in Europa Universalis Iv, both games are fenomenal.
Shogun 2 - Fall of the Samurai: Ok, this is one of the best expansion packs i have ever played. Its basically another game from the original, and i...Just...The scale of the campaign, the choices, the tactics in the battle, how the factions can play out...It's just amazing gaming design right there. Not to mention the incredible soundtrack, really, the pre-battle song just stayed with me to this day. It's one of my favorite expansion packs ever.