Of the choices, and limiting myself to three...
Complexity of the game - I'm assuming that this more or less means depth. Although simple games can be fun the first several times, in a good 4x game, there needs to be replayability and too little complexity vastly reduces that. So having a decent amount of complexity is important.
Scale and size - The game world needs to be big enough that (a) you can actually expand a bit (b) your empire will feel like an empire rather than a small collection of city-states (c) wars aren't de facto won as soon as one city is captured. Too small of a map ruins it. On the other hand, performance also needs to be kept in mind - some mods are ruined because they try to do everything including gigantic scale without considering performance.
Macro management - If everything's about short-term micromangement, it's not much strategy, it's knowing what to do in the short term. I'm not opposed to micromanagement being an option for fine-tuning, but I'd rather macromanagement be the focus.
Not that the others aren't important. An easy-to-use interface is a huge plus... but as long as it's decent, if the game great I'm still going to have a great time playing the game. Realism is important in the aspect that you don't want archers who can fire across the Channel - at that level of nonrealism it sticks out like a sore thumb and annoys me - but I'd rather have a fun game than a superrealistic one. Good diplomacy is a definite plus, but as a Civ player I'm clearly not used to superb diplomatic options.