Civ 5

[Napoléon]

Ok you people convinced me, I'm downloading this fucker...

For your first game I wouldn't think too much about what kind of game you want to play, just pick a small map, pick the civs you want in it and play standard speed. That's what got me into it at least, once you've completed a game you'll get the bug and want to start customising shit and playing more specific games. Just pick a map type that sounds appealing (I'd suggest small continents myself). I'd keep the difficulty on Warlord too, if you find that too easy you can just up it in the next game you play.

Just what I'd suggest, feel free to completely disregard and do what you like

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I'm kind of iffy about age of empires. I think I'm too used to turn based strategy games instead of real time. Although I Like Total War's idea of mixing it up with a turn based campaign map with real time battles.

Total war is still the best strategy game IMO. Nothing beats it.