This series has produced a lot of gems, but it has some sore spots too. These games are increbly historically accurate and pack some series depth into their gameplay. The series' main focus is on running a nation and dealing with diplomacy. But it's a bit weak in the combact aspect. Battles are for the most part simulated based on your and your opponents' troop numbers, quality, and location, with no human input.
EU:Rome in particular needs to be mentioned for being a very good strategy game. It focuses on the time between the first Punic War and Augustus' rule as Emperor.
Sadly the fourth game in the series, Europa Universalis IV, is both the best and the most overpriced. There are some pricey expansions for it, too -- so it's probably better to wait for a sale and buy this title then if you're so inclined.