There is also a mod out for MTW, called Napoleonic Total War. I like it very much. Unit sizes are like 200 a piece, and you can build cotton factories and stuff that really crank out the gold. Also, artillery is mobile, but very slow, and it comes in batteries, not single cannons.
I believe you can find it on FilePlanet, but I DLed it when they still offered some files without subscription, I believe all their files now require it.
Imperial Glory looks to be so excellent, I cannot even describe it. The only downside is that the game, while it hovers around $50 US, the system requirements are just off the chart, it is really rediculous. I will probably buy this game once it's "outdated" in like 3 years, when my comp has to be that good anyway. But, if you posess a Cray, you might want to shell out the moneys for it.