Total War: Empire. I've previously played Rome 1/2, Medieval 1/2, and Atilla. For anyone who's played other total war games, there are a couple of game mechanics that are new in Empire.

There are actual naval battles, where you put ships into a battle line, and you can board enemy ships. It's cool but hard (for me) to control. Also many of the buildings in a territory aren't located in the capital because it's meant to represent colonial holdings, so you can have a sugar plantation or something outside the protection of a city, and a lot of the warfare ends up being small skirmishes sacking outlying buildings.