I tried really hard to get into EU:Rome. First the base, then the "Gold" version. I love EU, and own almost all of Paradox's EU-based games. Just couldn't get into it.
On another note, there are a lot of awesome time periods that would lend itself really well to this engine. I think it'd be hard to nail down a popular theme. But i also wouldn't discount an era or theme because someone else has done it. The reason Shogun is so popular is in large part because that era is lots of fun to 'what if'. And there is not only a lot of historical information that's easily accessible about that time period, but it's very recognizable. People know what to expect when you talk about Tokugawa or Oda Nobunaga. No explaination needed.
Or to talk about the Romance of the Three Kingdoms story. Most people familiar with Chinese history knows of Wei, Wu, and Shu, Lei Bei, Cao Cao, the Sun family, etc.
Also, some medieval stuff is interesting, too. Any time during the formation of the HRE is guaranteed to be easy to do and interesting for most people who like historical strategy games. The fall of the Eastern Roman Empire / Rise of the Ottoman Empire might be a good one. It's mostly the same Greek/Persian city-states, just fast-forwarded ~1000-2000 years past Alexander.
Oh, another good one might be the Hautevilles in Sicily / Southern Italy.
Or the "Reconquista" in the Iberian Penninsula.
I can't actually think of a time where there wasn't not just a war, but interesting socio-political things going on. :)