Actually they aren't all in a medieval setting. AOEI is in ancient world (Rome and stuff) and AOEII is in medieval setting. AOE3 is in imperialistic times (1800's), I think so.
I liked AOEI. The Al difficulty was brilliant! It was aggressive usually and it was very hard, but it was possible to win it. The maps and campaigns were very nice and historically elaborate, and there was so many campaigns, that it would take for me at least a year to pass them all. There were plenty of different unit types and buildings and actually none of them were gratuitous. I could spend a whole day to list all the positive points in the game
, so I stop here.
@ Icewolf
I don't think they are any stronger than your troops. They just can use all of them at the same time very well.