I prefer AOE Age of Kings...yet I play the expansion conquerors as well....was my first rts game..12 years ago. I used to love playing at the zone. Gave my Grandson my Age of kings disc, to get his feet wet.
I will have to say AOE3 for the sheer unit and civ variety, as well as for decks/cards/shipments adding a whole new layer of gameplay - that said, it's very close next to the others. AOM is pure fun, AOE2 is probably the most overall solid, and AOE introduced me to the series and introduced me to history, so that's kind of a big deal. I love each and every one of the games.