I've been playing Cossacks for 13 years and I can say that it's the best rts I've played.
-Massive battles (at land and sea)
-Various strategies for winning, depending on circumstances,terrain and your nation's and opponents' features.
-Buildings are exact replicas of real ones all over Europe
-100 single missions
-Taking advantage of the terrain is my favourite aspect of this game.You can place artillery on high ground,musketeers on either side of a passage for ambush,build walls and towers on strategic positions, block bridges etc.
-Apart from a couple of minor bugs,none whatsoever.
I tried playing age of empires and empire earth,after having played cossacks for a time,and I just couldn't! They are, definitely,inferior games.