You ever play total war? Love those series. I'd recommend starting with Shogun II, if you decide to play it. Its got the complexity of most of the games you listed. Its hard to describe, the national screen seems almost like a game board. Its a giant map with cities, castles, farms which you can improve and manage like in sim city. Though admitably at a lesser extent as you won't need to worry about health care. You do however need to manage armies, generals, special agents and their placement on the map. When two opposing armies meet you battle. The battles are intense (more so than age of empires) because each unit you create at the map screen contains x number of men ( can be anywhere from 50ish to 400 - you can even edit unit size for more fun or better performance).
I'm of the honest opinion that total war games boarder the perfect game margin. They are just missing out on a couple key things to make it perfect. But I'd say its what you are looking for and better than all the games you listed.
