I think it's Rome, but it has one huge issue that really annoys me. Squalor breaks the game if you play it long enough. They didn't balance population growth properly, so once you start getting to the large cities, they will revolt. There is literally nothing you can do. There aren't enough buildings with bonuses to order to counter the penalties for having a large population. Not to mention by that point you will start bleeding money (also very little you can do about it) because to combat the revolts you have to lower taxes. Yeah, eventually it just breaks. Really fun up until that happens though.
For me, second place would be Empire. I really loved the detail on the ships, the fact that territories were broken up into the capital city and smaller towns, and having rows of people with muskets. Yay.