Medieval I was the first i played too, as i was never really much interested in Shogun - all the armies in it were too similar. I remember having to reload a lot of battles in Medieval Total War - and sometimes just having to reload from an earlier campaign save because i couldn't win that battle.
Wish Rome II had anything like the atmosphere of medieval I or Rome I but sadly it doesn't - especially because of the mediocre music, lack of much sound of troops marching and fighting and poor animations.