Civ IV BTS, as well as Colonization, rarely leave my hard drive. Like any game in the series, they need attention via modding. But the catalogue is also the most dense.
Personally, I like the commerce based economy better than the separate yield system in 5 and 6. Between budget allocation and city yield management, it's like tuning a machine for a specific purpose. Much fun, and creates opportunity to change directions throughout the game.
Likewise, the government/civics system has more nuance that Civ5, with less irritating, continuous micromanagement than the Civ6 card system. You have to take the bad with the good and maximize gains by tuning your economy to match the policies.
Stacked combat is actually quite fun if the rosters are balanced, and you have a grip on the math. Given that, I find PieceOfMind's "Advanced Combat Odds" essential to being able to employ a proper "cracking of the nut".
Obviously, hexes are better than squares. But don't blame squares for being square... blame Firaxis for not blocking that stupid diagonal move between unit stacks.
UI is dated (e.g. tiny at modern resolutions; requires modding), but it does the best job in the series at providing relevant information where you require it. Unlike VI, it consistently updates yield output or costs throughout the UI when you change something. This is almost a fatal flaw for me with Civ VI

. Also, BULL mod (in some form) is essential for making city development decisions, but at least that's easy to deploy.
Still waiting for a Civ game with adequate diplomacy. IV is probably the least disagreeable, by virtue of being mostly transparent.
Colonization is by far the best take on running a specialist economy, and managing resources. I really like the Great People implementation here too, which VI partially emulates... just not enough. The impact made by the artwork (big, beautiful portraits) is something they should have kept after in later games. Also really like the improved map rendering, shadows and lighting etc which unfortunately they didn't back-port to the parent game.
Last but not least, I vastly prefer Civ IV's approach to modding. Individual mod folders create
way less hassle for mod authors than the à la carte system employed since the creation of Steam Workshop. I can't see how anyone manages to support their projects in an environment that implicitly encourages people to randomly smash things together, without having to know a thing about how they're constructed. SQL implementation, and the LUA console were huge gifts, however.