I've played 2, 3, and 4 ... never got 1
Civ2 had interesting, very random maps, so that exploration felt
newer every time. Diplomacy was very pedestrian, nobody stayed your
friend very long, without lots of frequent gifts. With the choices about
researching techs (and the way some techs were *not* shown), I found
that I was more engaged in choosing my research path.
Combat happened *a lot* in Civ2, since there were only 2 victory
conditions. But some aspects of Civ2 combat drove me crazy -- stack death,
and those impenetrable city walls! Even musketmen were hard to kill
inside a city if you didn't have howitzers. And yes, I have a stack of 3 tanks
on the same square... so if one battalion loses, they *all* are destroyed?
The most fun part of Civ2 was the trading and espionage systems. You sent
individual units (caravans/freight, and diplomats/spies) to specific cities,
with specific missions. Each caravan delivered brought in gold AND research.
Constructing a trade web could be an art form...I was never that good,
but some of those guys over at Apolyton ...
Civ3 made the game into nation-building, not network-of-city-building.
Cultural borders and access to resources became paramount.
In Civ2, it didn't matter whether your city was next to that iron source
or not, but it mattered a lot in Civ3. Civ3 also brought armies, which greatly
improved warfare, and bombard units, which I liked. Civ3 nerfed
the whole espionage area, and corruption in the outer cities was a real pain.
Multiple victory conditions meant that you could have fewer wars,
and diplomatic penalties meant that you had to be careful which treaties
you agreed to.
Civ4 takes nation-building a step further, by adding resources and letting
you access them as long as they are *somewhere* inside your borders.
Armies are gone

and religions serve to further complicate diplomacy.
The game feels slower, even at normal speed; it seems to take forever
to build units or city improvements. I think this is because
I am accustomed to cash-rushing all through the game, which was possible
in both Civ2 and Civ3. When a city had few shields, you could buy them
with the proceeds from other cities (2 and 3). Unless you have the right
civic, you cannot buy hammers until halfway through the game!
I do spend a lot of time clicking end-of-turn, and waiting for stuff to finish.
All 3 games had "go to" functions, so that one did not have to move
every single unit, every turn. IIRC, all 3 games had "group move" functions
so that one did not have to move every unit individually.