MonkeyCoffee

All are brilliant. EU IV has a new expansion out and CK2's getting a 50% increase to its map size in its next DLC. For fun value, I would go with CK2, but Civ 5's also hard not to recommend for that. Certainly EU IV and CK2 are the most complex of the choices.

Also of advantage: If you play CK II, you can continue your game in EU IV. Savegame Converter DLC for CK II.