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I still go back to Civ 2 after all these years; I don't think it's entirely nostalgia but the particular way it presents the game style that I find so satisfying. It's got depth, but is accessible enough for a novice to enjoy their first game on a medium to low difficulty. However, Civ IV + all the expansions is worth it, especially with the fan mods available.

Alpha Centauri is a worthy contender too, for its unique factions and the way it plays into its offworld setting. It feels very much like "what you did next" after blasting off in your spaceship at the end of Civ II (if that's how you achieved your victory).
Civ 1 - revolution
Civ 2 - polished
Civ 3 - lack of revolution
Civ 4 - for mass
Civ 5 - going mess

I recommend Railroad Tycoon,birth of Civilization core system,really good AI and gameplay,moreover it's free.
Start with Civ 4 if you want modern. Start with Civ 2 if you don't mind older style. Civ 2 is the legend of the series, although admittedly Civ 4 is probably better than 2. Don't start with Civ 1 or 5, and don't bother with 3 at all.

Personally I would go Civ 2 for half a year to a year, then get Civ 4.
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Psyringe: snip
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SimonG: I wholeheartly agree with your post. Except for one point. Who, on Gods green earth, has for only a second missed the real life actors of Civ II? I mean, really?
Well, not me. ;) I always found them way too campy. But when Civ3 did away with them, many users on the forums were pretty sad. It surprises me too, but I think the feature was somehow more popular than you or I would expect based on our own preferences. ;)
Civ IV is the best starting point. People recommending the first Civ have a serious case of nostalgia going on. It was absolutely amazing at the time, but it's archaic now. I know this is a site devoted to good old games, but I have a hard time recommending an early iteration when there are much better instalments that largely involve the same gameplay out there. Civ II was an improvement in every way and I think Civ IV is the best iteration to come out yet. If you'd rather play a simpler version go with Civ 2, but I think the more complex gameplay of IV is balanced out by a more intuitive UI.

And V isn't that bad, but it is wildly different.
I can't overstate how the religions and military formations broke me away from Civ IV. Yes, Civ V has pretty doormat AI but at least it doesn't take ten minutes for all the military units to get into position during the enemies turn.
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Psyringe: It depends. ;) Here are my thoughts:

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Conclusion:
I recommend to start either with Civ4 or with Civ2. Civ4 is the more mature game, but also more complex.
This...

I would add that all games starting with CIV II had their extensions. So CIV2 eventually came with conflicts in civilization & fantastic worlds etc...

I am less negative than many on the CIV III issue. For someone having never played the previous game, opus 3 is not bad at all. Moreover it also had two extensions (play the world & conquest ). the later added quite a few civilizations , scenarios and globally balanced the gameplay.