I love the whole series.(Except AoE3)
I can't place Age of Kings over Age of Mythology and vice versa, as they are my favourites. The only ones I can really set in place are Age of empires three and one. One is definately superior over the third. Why? Because Age of Empires three attempts to cram a whole bunch of stuff together in an on-top-of-the-other sort of way. Age of Empires one has many features carefulley placed into the game to cause no pointless infuriation. In a nutshell 3 has too much stuff that either overpowers or is just pointless. Age of empires has technologies that can be essential to worthwhile. Everything gives you a good boost if you use it right. Unless it's just because I'm just so bad with the third installment. Proprably because of it's graphics and home city thing.
I play AoK mostly for the fun of attempting new strategies. AoM keeps bringing me back for the editor and other people's custom maps.
As a response to Wings of Fire, I say that a load of Hersirs stand a chance if they keep coming. Egyptian preists may put up a good fight, if you've made all possible upgrades for them. For Greek there's very little hope unless you have some very tough god powers in your arsenal and every hero. Atlanteans can stand up to a titan reasonably well with a tons of hero archers. But the best way of all to win against one is to simply make sure it never gets done.

Just my tips. Not that they're good.