I really only play close battles or those I probably should lose but won't if I'm in control. I do save my game before every battle I autoresolve though, there's nothing more annoying than the computer telling you you've lost a few hundred line infantry to kill a dozen cavalry when you know that in a real battle they'd all be dead long before they reached your troops. Or somehow losing a fight you thought was impossible to lose.

As for Empire and Medieval II, it did take me some time to get into Empire. I preferred the melee and cavalry focus of Medieval II to the firearms heavy Empire. However, there are a lot of things I do enjoy after more experience with the game.

For instance, Empire strikes a great balance between the number of units in Medieval II and Shogun II. Shogun II has an extremely limited variety of units (which I guess kinda makes sense since it's all in a single country) which is disappointing. Medieval II, on the other hand, had far too many units. Mailed Knights, Feudal Knights, Chivalric Knights, Imperial Knights, Gothic Knights, Noble Knights, the various chivalric orders and so forth, they're all the same unit with varying stats. But in Empire you don't get a lot of overlapping units. You're liable to have a core of Line Infantry whatever time period you're using, higher tech units are generally specialised roles (Grenadiers, Hand Mortars, Light Infantry, Riflemen, Dragoons) or limited availability elite units like Royal Guards and what not. Or if you're not playing a western European faction, you might start out with irregulars - Cossacks or the like - and need to work your way up to Line Infantry. It gives a better feeling of purpose to your unit selection, and a need to vary your tactics according to your composition.

Then there's naval battles. Prior games didn't have any of course, but the naval battles I played in Shogun II were massively disappointing. There's really little to do. You sail within range and have your archers shoot at the enemy, or you attempt a boarding action. I don't know much about Japanese naval warfare, so I'll have to take their word for it that this is all they had, but it's much less fulfilling than the cannonades and broadsides of Empire. And I suspect if they'd had the technology, they could have given interesting things to naval battles there - ramming enemy ships, mounted catapults and ballistae, so forth. Empire also had Oar, Wind and Steam powered ships that operated differently in different waters, so that was actually cool. I remember playing with the Ottomans once and realising they started off with ships that had forward facing cannons, and how I had to completely rebuild my approach to naval combat to account for that.

The game also offers more distinct settings than any other, so that combat with Western European, Eastern European, Middle Eastern, Hindu and American factions play out differently.

And I really loved the way you built up entire provinces rather than just the capital. It makes for more raiding possibilities and increases the importance of tactical movement, as well as specialising provinces and making them feel distinct from others. The most obvious example is that any province with a school in it will require a ton of attention to keep it from rioting.

The commercial benefits of colonies and trade routes is incredibly important, making naval power actually important (which isn't the case in Medieval II or Shogun II. Even when playing typically naval powers like England I never built a fleet in Medieval II) And the automatic spawning of Agents incites me to use them. The Alliance mechanics are better than Medieval's as well, because of the network of alliances, you can't just ally with everybody available, as I usually did in Medieval II.

Of course it has its downsides as well, but I admit that the game has grown on me a lot from playing it.

Incidentally, have you ever actually gone to America in Medieval II? 'Cause I haven't, and have always wondered what it was like .

EDIT: Damnit, talking about Total War always makes me want to play it.