I've now got into Rome Total War: Alexander a decent amount, and have some thoughts on it (I considered an 11-year bump, but figured I'll wait till the campaign is a little further along, and to see if anyone else has opinions on it, before bumping a thread dedicated to it).
So far, I'm liking it quite a bit more than Empire. Whereas Empire was so easy as to lack almost any challenge, Alexander is quite the opposite. I'd tried twice before, with both attempts ending in quick defeats - once in the first big battle with Persia, and once with Alexander's ship being sunk while crossing to Asia Minor. This time things are going better, but it's still an extremely tenuous situation.
Persia, unsurprisingly, is a colossus. I have destroyed 4 armies and roughly 8000 Persian soldiers, always while outnumbered, and am only now not pinned down at the coast. My one key advantage was swiping the walled city of Halicarnassus when it was defended by a single unit of chariots; ever since then Alexander has been pinned inside, with Persia throwing troops at the walls. Two and a half entire Persian armies (roughly 5000 men) have now been repulsed, at the loss of about 60% of Alexander's forces, now down to around 800. The first battle, with somewhat over 2000 Persians and a mostly-full-strength Macedonian army, was not too bad. The second one, being outnumbered more than 2 to 1, was a bit less certain, but in the end Darius himself fell.
Outside of cities, I've also been outnumbered. The army coming to help break the siege did draw off many troops, and being outnumbered roughly 1.5-to-1, successfully defended itself in a square formation from the more numerous Persian forces. But when Darius's army attacked it, prior to falling to Alexander, the reduced numbers of hoplites could not cover all sides and suffered when flanked by the Persian cavalry, and then were torn apart by tens of thousands of arrows. Though remarkably, when reduced to about 450 men, it would later defeat an army close to twice its size that was more infantry-heavy.
Meanwhile, though Illyria and Thrace fell without too much trouble, Scythia is proving to be a pain. They've delayed reinforcements from helping against Persia, besieged and seriously threatened Byzantium, and even threatened Pella, my capital. They probably could have taken either one had been a bit more decisive about their goal. Sooner or later I'll need to deal with them more seriously, but for now I can't risk drawing enough troops away from Persia to solve the Scythian problem.
Technically, the game has aged poorly, being more crash-prone than other Total War titles (notably when battles start), and having low FPS seemingly regardless of hardware, battle size, or settings (though visually the graphics fit right where you'd expect, at RTW standards). But if you can overlook that, and don't lose in 30 minutes, it's pretty fun and way more challenging than Empire. This is only on Normal difficulty too!