BTW, I think Rise of Rome is really a great Conquest. All Civs are fun and have potential. And you have to love the elephants...
I found the Age of Discovery a bit boring. I won long before the game ended. Though the fact that I won as Spain in 1588 was nice, though.
Napoleonic Europe is fun, but a bit land-orientated. You're hardly going to have a Trafalgar.
Sengoku is fun, though I wish there were no war council (of course, you can shut it off). Not sure about ninjas either.
Mesopotamia, I played as Egypt. You're given the best choke point at the Sinai peninsula. Plant a city, a bunch of spears, and build your wonders. I suspect other civs are more difficult.
Still waiting for the endurance for WWII.
My two cents.