I haven't tried the multiplayer on most any of these if they have it.
I'd rate SoTS: Complete and Star Ruler as my top space 4xes, personally, and probably Age of Wonders: Shadow Magic as top fantasy 4x.
SoTS: Complete differentiates the different species, has technologies which actually matter, and allows you to design ships to take advantage of your enemies' weaknesses without it just feeling like rock-paper-scissors.
AoW:SM is like Master of Magic, except for the "Ack, my wizard just got assassinated and I lost the game D:" factor. It also seems to have less spells, but I'm not certain. It's also far more stable than MoM.
Warlock is also worth a look.
Star Ruler is quite fun and there's a lot of thinking involved. There's also a mod called Galactic Armory which adds a bunch of new things to the game to improve it further.
I'd put Master of Magic below AoW:SM mainly because of bugs (and especially crashing).
Master of Orion 2 is fun until you realize that the AI is dumb and does not know how to design competent ships or compete at all, really, and once you pass a certain skill level, the game will forever be too easy even if you make a heavily crippled custom race. (I've won with a one system challenge before)
Master of Orion 1 doesn't have the same problem so much because it is much simpler, but... it's much simpler. :V
CKII is nice, but I haven't played it much.
Civ V bizarrely puts your entire empire into unhappiness when you capture (or are given) a city. Win a war, force an enemy to surrender, and have him send you all but one of his cities? Congratulate him, he just guaranteed that you will lose the game. It's also easier to win as a single city than as a nation composed of multiple cities (in my limited experience of just a couple games, one with a large empire, and one with just one city on a one city challenge, in which I won a cultural victory).
Alpha Centauri is absolutely bar none the best at bringing the gameworld to life, and a fun game to boot. There are some things which are exploitable, however, which were never fully balanced properly (there's the same sort of thing in MoO II, but it's far worse in MoO II). Alien Crossfire fixes some issues, so it works better on modern computers (if you turn directdraw off in the ini file it stretches to your desktop resolution without clipping errors; Alpha Centauri has clipping errors).
GalCiv II was mind-bogglingly boring and uninspiring, the game ruleset and tech tree were both terribly designed and both contributed to creating a poor game.
I've barely tried Space Empires V.
I've noted that Aurora seems like it could be fun, but it's very buggy. I also tend to get bored with it as nothing interesting happens for long stretches of time.
MoO III is just a waste of money at any price, regardless of what mods exist for it.
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On Star Ruler:
The AI's diplomaticness depends on how well you are doing. If you're weak or inferior, they'll be more of an asshole. If you're stronger than them, or in a better position, they'll be more likely to do what you want. I have sustained peace with all but one empire (the most powerful one, where I was the second most powerful) in a 14-empire game until the end of the game when I started blowing up stars and planets (literally) with super-long-range super-powerful artillery stations.
The ship (visual) sizes are a bit odd. Of course, nothing seems to be realistically scaled, and the distances between solar systems tends to be around 'neptune orbit' ranges, but there's a somewhat fair reason for that: It's ridiculously hard to do realistic sizes in a game (Edit: due to floating point inaccuracy), and if you DID, you wouldn't be able to see very much - e.g. stuff would look realistic. You'd see a planet, its star, and a bunch of dots for the other planets and stars. Wohoo? So instead stuff is scaled or stylized so that you can see everything (or many things) at the same time. Perhaps they should have faked the distance numbers and speeds, and ships should not scale up exponentially because eventually you wind up with ships whose shield bubble is as big as a solar system, which is a bit ludicrous, but it's clearly not meant to be super-realistic, just fun.
A lot of the menus and interfaces are fiddly and quirky, I found them a hassle to use.
I didn't notice this, aside from that right clicking to get rid of 'new news' icons while the ship designer is open would delete something from the designer, which was annoying/horrifying.
Probably because directly before buying Star Ruler, I had tried playing Sword of the Stars II and found the interface completely obtuse and impenetrable.