Yup. Caeser III was the first game I ever played that came in an actual box; I'm pretty sure I've still got the manual somewhere. And man did the Impressions games have manuals; those things were freaking books. Loved Ceaser III, and Pharaoh, and Zeus. Never really played Emperor though.
I've tried a couple of the Anno games, and for some reason they've never really clicked for me. Not sure why.