I messed with the Shogun demo a bunch way back when and I was slightly interested. Then played the Medieval Total War demo to death last year and forgot about it really. Redownloaded the demo for Medieval last week and found myself mesmerized like no other. So, I got a copy off ebay and just started playing it and I have to be honest, it is overwhelming at first. I basically suck in the early going, trying to learn all the details about trade right now.
Oh yeah, my deep-seeded interest for this type of strategy game comes from something I used to play as a youth: