The first... he's getting old, but i have spend so many hours with it, is stil very enjoyable ^^

Medieval Total War, isn't it? I found the game to pixalated to enjoy, it looks like blobs fighting each other, instead of real soldiers.

My favourite unmodded one by far is Rome Total War. I liked the Alexander expansion a lot too.

Favourite modded game Third Age Total War, a modded Medieval II Total War.

I like the battles of Medieval II a lot, but quited the game out of frustration with the popes interferences. Blast and damnation to religion.

*edit: I was mistaken, Shogun Total War is the first and most blobby one. Though Medieval Total War is too pixalated for my taste as well.

I bought Medieval 2 and its expansion seperately. If I install the game does the Kingdoms expansion appear in game?

Don't know, cannot answer, sorry! It's a long time since... I have gifted my copy of a game to a friend a year ago. I only remember it as the best of the series that i have played. I was into the germans and their campaigns, and i like the teutonic campaign a lot! The soundtrack was also exquisite, a real piece of work!

Rome Total War, it was my first one so i maybe biased XD but i LOVED IT.

The Holy Roman Empire has some really bad ass units so I understand why you were into playing as them. But their location is shit. Surrounded by deadly enemies. The Danes, North of you. The French, West of you. The Milanese and Venetians, South of you... And early on, the Italian factions are OP. The Mongols, East of you.
If you want to play Kingdoms - Steam version, all you have to do is install Kingdoms - Steam version and run it. You should get your hands on Napoleon Total War, some time in the future. The game is like Empire but technically superior. And you can still enjoy the game if you don't want to play as Napoleon. You can also take part in a campaign against Napoleon as the Austrians or the Russians or the Prussians etc