I enjoyed most of the Cossacks games, but Cossacks II Napoleonic Wars for me was the best. The story campaign is OK, nothing too fancy - just a sequence of missions with a forgettable story. Then there's a grand campaign where you pick one of the great powers and battle it out kind of like Risk (the boardgame), manually controlling each battle in smaller scenarios.
The game has a fair bit of longevity, and it's absolutely glorious to see all your formations in perfect array, and manually telling the several lines of the formation to fire. The glorious cavalry charges, the cannons cutting down swathes of enemy or whittling them down slowly from a distance, the capture for important strategic resources... in some senses it reminds me of the old Celtic Kings. The resource system is that you have several villages strewn around the map, each of which produces a certain kind of resource. You need coal and steel to fire, you need food, lumber and steel to field more troops, etc. Depending on what you're doing, you'll have to capture and hold strategic villages to keep the resources flowing, or you run out.
I did play the older Cossacks games, and I recall them being enjoyable, but perhaps not to the point of Cossacks II. They were more standard RTS fare, with peasants gathering whatever resources you told them to, but again, millions of units on screen.
I would personally go for Cossacks II: Napoleonic Wars provided you are into the era. I never enjoyed the version of the Cossacks engine based on the American history, as it doesn't interest me that much. I did try to run Cossacks II: European Wars, but never could. Might've been the sea salt and the jolly roger, but at least Napoleonic Wars ran on a relatively modern system (possibly with W7, can't recall).
For $5 I might grab it myself!