Three Kingdoms is pretty good if not great
best diplomacy, pretty solid battles with great atmosphere, beautiful soundtrack / UI, one of the only historical titles with an actual structured mid- and endgame, overall the most detailed campaign gameplay (supply- and population systems, more building variety etc), not vastly unrealistic character roleplaying
Biggest downside is the unit variety (look at Shogun 2 though); never played the hero mode so I can't really tell how balanced out it is