Well I've just completed my first full campaign in STW, and I really enjoyed it. There were a few things I didn't like though, and I wondered if these have been addressed either in the more recent games, or in mods. Here's the first few issues that spring to mind:
1) The AI cheats - if your army invades an AI province, the AI may move the army you are attacking and attack you somewhere else. Thus evading your attack, and making an attack of it's own. You are not able to do this, if the AI invades you, you either fight or simply retreat to a province not of your choosing.
I found this irritating, as when planning an attack I found I had to keep a substantial army in surrounding territories, in case the enemy evaded my attack and hit me where I was weak.
2) When attacking a province accross a river, you would start on one side, the opponent on the other - fine so far - but re-inforcement units could appear on either side. Also, if you attack the opponent from provinces either side of the river, your army would mirraculously be united on the same side, so you'd still have to cross the river with all units.
3) It's almost impossible to destroy enemy cavalry archers. You charge them with a stronger unit, they cry a bit and run away, and no matter how fresh or fast your unit is (fresh Yari cavalry), the enemy run away quicker. Now this isn't too bad the first time it happens (although humans running for their lives is one thing, but I'm not sure horses run any quicker when the rider is scared), but the enemy rallies shortly after, and starts firing at you again. You charge, they rout, you halt, they fire - wow it's irritating. Especially after a few times, when you introduce a new, fresh cavalry unit, that is also incapable of catching the enemy arches who just continue to rout, halt, fire.
For the most part, I understand that the AI is more capable in STW (perhaps because it's simpler), so are things any better in the newer games?