I like the look of Age of Discovery though I haven't finished it yet. Taking Scotland from France at the start costs precious colonising time but I just can't help myself.
Middle Ages was a bit hairy, but I played as the English which might have made it a bit trickier than it needed to be.
Napolean was disappointing for me. I played as the British and had barely got into the continent before the Austrian Empire had annexed France (!). I had to take out Spain to win since the Austrians looked a bit too strong (could have been some gpt bug anomaly I think because they really were a bit too strong - I'll try again just incase I got a false impression of the scenario).
Rise of Rome was frustrating. Persia is annoying to fight for victory points, and domination, though acheivable, is just too tedious.
Sengoku is quite cool, though my going for a diplomatic victory might have somewhat missed the point.
Mesopotamia was fun, but I found it too easy at my usual dificulty level (whatever that is). I think I only bothered meeting my two nearest neighbours and had no map of the world outside my borders. Could be different as someone else since I was Egypt and has a bottleneck to rely on.
I've tended to find that I always get a few dozen turns in then start again with a better idea of what I should be doing. There's plenty of replayability in them. I normally go for a small perfectionist empire rather than a globe spanning one, so a lot of the conquests are difficult for me to get into, but so far only the rise of rome has overwhelmed me (middle ages came close).