I like rise of Rome (as Rome) and Middle Ages as one of the Scandinavian powers (the reach of their longboats is awesome!). Fall of Rome can be tedious, but I've had a lot of fun playing the Mongols--without even settling on the locations where you start out, I just head west and either settle near the Caucasus mountains between the Black Sea and Caspian Sea, or else just have fun being completely destructive--killing off pieces of the first civs I encounter.
I dislike WWII--it's awfully tedious. Same with the Napoleonic scenario--it seems too simplistic. I like a good war, but ONLY war gets monotonous.
Age of Discovery was fun the first time--I headed straight for Panama so I could get a city on the isthmus and cross to the Pacific without going around Cape Horn. That let's you get to the rich gold and silver of California and Peru quickly. The second time I played it wasn't as fun.
MesoAmerica was rather boring, but the concept of sacrificing slaves is somehow satisfying in an evil, diabolical way:devil2: :die:.
Didn't really enjoy Mesopotamia.
On the whole, these scenarios are a great change of pace, but I prefer the richness and complexity of Civ III.