I havent played all of them, but my personal favourite would have to be Terrible AI: Total War Empire: Total War. All the glitches and the abysmal AI aside, I think it was the most innovative of the ones I have plaed, it had the most potential to be excellent. It brought naval battles (which I hated, but it pretty much guarantees that naval battles will be in all future Total War games), and I liked the gunpowder. I personally don't play online, because I am not an online person, for any game. Really looking forward to Shogun 2, and I would really like to see an East Asia or China: Total War after Shogun 2. What was your favourite?
Have you played Napoleon? Same sort of thing as Empire but much better optimized. I get like 20 fps on Empire with everything on low and pretty much constant 50-60 on NTW with graphics on medium. Also has slightly fewer units which is great because in Empire I found that there were lots of units that had a stat difference of like 1 or 2. Lots of units with little difference between them. It's the same in NTW but to a slightly lesser extent I think.
I hated the naval battles too. WAAAAY too slow and boring for me.
I'm hoping that after Shogun 2 they make a Rome 2. China Total War sounds cool though.
As for my favourite it's either Rome or Napoleon. Rome has terrible AI that charges cavalry straight into spearmen and in late game turns into a siegefest but Napoleon I find that if I just get more cannons than my enemy and position them in the line with my infantry, then I can just destroy anything that comes near with the cluster shot (Think that's what it's called)
I'm leaning slightly more towards Napoleon.