Personally, I like all kinds of history, but out of the time periods I choose to use or borrow from, I primarily try and choose historical settings based on what kind of action they would have first, because interesting cultures and character ideas are much more easy to adapt to different technology levels with minor tweaks.
The Cold War, "Advanced War", and any science fiction thereof, is boring as fuck from a sheer action standpoint. Nuclear Warfare is boring. It's a bunch of dudes in offices making all those hard ethical decisions and struggling to get their boats in the right places when nobody else is looking. Espionage and proxy wars? Those are fucking grand, but they're pretty much in the style of the wars that preceeded them, only with less points because, realistically, there's either very little combat, or what combat there is is idly shooting into cover and fortified positions to make sure that the other guys can't move into a place where they can kill you. You don't get to fight someone, you get to kill a fuzzy gray thing yards and yards away before it shoots you back. Nuclear war feels equally dumb. Everyone dies very, very far away from the person who killed them, and if you're doing it right you barely even get to see things exploding. Modern Warfare to its fullest extent is incredibly boring to write about from an action standpoint, and with the advent of Drones, it's only about to get more boring. I'd rate it about 3.5 points on the Entertaining Human Murder Scale, (EHMS) slowly falling as humans become less and less significant as a species even in combat, but this grows a lot more if it's a Spy/Vietnam story and Nuclear or true modern war is more of a background threat.
Bronze Age Warfare is next up, even though it's leagues more interesting than . It's more fun than nuclear warfare because people are killing each other, and it's mostly in Melee, which means that there's plenty of Good Old-Fashioned Asskicking (tm) but I never got too far into it because it never felt like there was that much diversity happening. Sure, there's cool forts and siege engines and stuff, but all in all it's mostly hoplites, people who feel like hoplites, and armed militias, all or most of them wielding malleable weapons that can get all messed up in a single fight with a similarly armed person, which feels too much like a very limiting and disappointing cap on someone's murder potential. If you're lucky, I guess there might be chariots, and chariots are pretty awesome. War mostly feels the same from the potential gameplay on any side outside of the cultures/minor technique swaps attached to it, until you start moving into the Roman/early Iron Age era and new things start getting introduced. All the same, sheerly from a standpoint of what you can do, it feels like a nerfed/simplified version of the Medieval Ages. By default, I'd say it's about 6.5 on the EHMS, but with fantasy elements or clever writing, it can grow exponentially. See: Conan, 300, etc. Bonus points for any and all elephant cavalry.
"Exotic" or Tribal warfare is a little more fun, but not too much, though that could be because I don't know that much about it. I mostly enjoy that, especially in Africa and Meso-America, every tribe tends to have their own flavor and way of doing things based on their resources and landscape, because they're separated a lot more by lattitude than longitude. You get to see a lot of whackass weapons, like the Macuahuitl or the hook sword or the throwing knives with dicks on them... Solid 7, though it gets more interesting when you incorporate aspects of older Tribal warfare with newer technology, like certain elements of the weapons/armor mishmash in the Assassins Creed games, Fallout Series, Kenshi, and the Prince of Persia games... And movie... 7 EHMS points Bonus points for any and all elephant cavalry.
Pre-World War Japanese Warfare on its own gets its own special space in here because of course some weeaboo's going to bring it up. I like Post-Industrial Japan because I find Japanese Mafiosos chopping and shooting each other up wearing Mr. T haircuts and basketball shorts to be incredibly interesting, and I like pre-industrial because samurai and ninja chopping and shooting each other up in all their little distinctive clans. But, all in all, I never really dug far enough into it to really become a fan, and if Total War is any indication, I'd give it an "Eh," and score it sorta high on account of all the Martial Arts Culture, armor, and Good Old-Fashioned Asskicking(tm) going on. It's a 7.9 EHMS at base, but can edge out a lot of the other war styles the more fantastical it gets, and the more stuff you incorporate from other places in Asia.
The World Wars are the most fun modern wars, but I'm afraid World War 2 loses out on account of being very modern. That's not to say that the modernity isn't fun, all this modern technology was just being standardised, so everything from every faction is its own particular flavor of clunky and badass-looking in a 1980s 'DOOM' kinda way while still being vaguely recognizable as modern firearms... Which is understandable because we use a lot of the same weapons today. There's commandos and spies and rangers and gurkhas, the whole works of famously badass troops in a time when they were still super important. You have easy villains with the Axis, or even a few other political factions. You can approach the World Wars on any level. It's interesting from the top level, politics are all so colorful and extreme and idealistic that even reading from the point of view of a machiavellian political guy or a tinpot dictator getting swept up in the Facism could be interesting. It's interesting from the tactical level, you have everything from Island-hopping Jungle Warfare to wide open plane-bombing mortar-whackamole to Manchurian Cowboy Bandits, and just about every kinda person from anywhere is getting involved in it. And it's also fairly recent, with lots of pop culture carrying over to this very day- From a sheer people level, it's pretty relatable. Sure, most of the action was very long-distance, modern, and "boring", but when those fuzzy gray blobs are Nazis and the guys on your radio casually remarking about where to move are Stereotypical Brits or angry Communists, it rarely overstays its welcome. Plus, there's still trench warfare sometimes, and boy howdy do I love the idea of trench warfare. 8 EHMS points.
Early Medieval/Dark Age Mediterranean/European/Middle Eastern Warfare beats out all these. Simply because there's just this very interesting blend of stuff from both the Middle Ages and the Roman Times. There's barbarians of every kind and color (and Vikings) and everyone's from all these different families and clans (and Vikings) all with diverse cultures to explore. You have all the important parts of the Roman Empire age, colorful barbarians, badass armies, culture and art, only it's so much less homogenized, and everyone embraces their barbarian roots a little more. This is combined with all the important parts of the Medieval ages, Cavalry, advanced siege equipment, better castles, Steel Equipment... Not even mentioning the Crusades, which have always been quite amusing clusterfucks of wars, and any war in similar fashion is an entertaining one. (And Vikings.) 8.5 EHMS points. Bonus for any and all elephant cavalry.
Frankly, World War I is my favorite World War, and even though there was a lot more of the world involved in the other war, what World War 1 lacks in diverse factions (even though it still has quite a few) it more than makes up for in its diverse approaches to War itself. World War 1, has, at least in spirit, every kind of the most popular Warfighting Styles there ever were. If you want big Dakka Dakka guns, there's big dakka dakka guns. If you want snipers, there's snipers. Battleships, Airplanes, Tanks, Grenades, EVIL CHEMICALS!? CAVALRY AND/OR SWORDS! And all the technology is juuust weird, new, and shitty enough that nothing has quite completely phased those old things out. Plus, there's ~Trench Warfare~, SO MUCH TRENCH WARFARE! This is like, THE Trench Warfare War! And that's beautiful, because not only does it keep the action close, tense, and personal, but once you finally get to come over and fuck up the other guy's shit, that means you get to stab, club, and battleaxe the fuck out of everyone in a glorious display of Good Old-Fashioned Asskicking(tm) despite all the terrifying modern technology that would have fucked you up if you tried to do that otherwise. 10 EHMS points.
Early Industrial Warfare really takes the cake, though. It has fun guns and artillery, in all sorts of absurd and steampunk styles. If you want to go into the really obscure things, there's all sorts of awesome concepts like the Grapeshot Gun, the Hand-Mortar, and FREAKIN' WAR BALLOONS. Napoleon takes the cake for causing a war situation in which there's a million different super-fancy uniforms fighting the shit out of each other, The Revolutionary War is fun because there's lots of invasions, siege tactics, and sea-to-land stuff, the Anglo-Spanish war is fun because PIRATES, and lots of big naval ships blowing the fuck out of each other, and the Civil War is fun because their gun technology is really improving, and there's lots of Train Sabotage and Wild West antics, in addition to FREAKIN' TRENCH WARFARE. Swords, gunpowder, fancy uniforms, big freakin' boats, what's not to love about this era of warfare? Of course, guns do get in the way of the GOFAK(tm) dogma, but hey, there's enough of it to still have fun. They're balanced against each other, kinda like Warhammer 40k, but more happy and colorful. Easily 15 EHMS points.
FEUDAL CHINA. I FUCKING LOVE FEUDAL CHINA. It's like the medieval times, but with more exotic weapons, more Kung Fu, and more rival empires constantly trying to come over the mountains and kick your ass. (And quite often, they do. And it's fucking METAL.) On top of mixing and matching with the Mighty Mongols and the Indians, who have whackass weaponry and strategies in their own right, China really shines in its martial arts culture, and, outside of that, its incredible almost Sandalpunk inventions made exclusively for Kicking ass. THESE are the history lessons that made me appreciate Giant Siege Weapons and Explosives even though they detracted from the GOFAK(tm) of the setting. Sure, melee may have to share the spotlight, even if it is in all these awesome martial arts styles, but SHIT, HOW DO YOU ARGUE WITH SIEGE FLAMETHROWERS, KNIFE WALLS, MOBILE CATAPULTS, and MOTHERFUCKING KAMIKAZE BOATS!? Oh, yeah, did I mention BOATS? They fought each other all the time on the Yellow River, and their methods for doing so were so fucking ingenious. In addition to making them basically FLOATING CASTLES from which to defend from or invade other boats, there were also boats with giant fucking hammers to smash other boats, tankboats paddled by an army below-deck, boats with catapults, and boats explicitly meant for the rowers to ram into another boat with their spiked bows, light all the gunpowder bombs on the deck, and then undo the pins in the middle, split off, and row away before it blows up! There's just so much insane shit to look into, and it's so mad-scientist awesome I just can't help but be awestruck by it the more I learn. 20 EHMS points.
1400s-1500s Super-Late Medieval/Super-Early Renaissance Warfare is some of the best fucking warfare I've ever seen. Melee, Good Old-Fashioned Asskicking(tm) as we know it, was at its highest and most perfected form in this era. From a sheerly melee standpoint, the Full Plate Knight with whatever badass medieval weapon basically outclasses all warriors that came before or since. This is the age of 2-handed swords, shiny armored horses, super-complex siege warfare, ginormous elaborate castles and fortified cities, Plague doctors, and there's even Gunpowder shit stepping in a little bit to satisfy your appetite for blowing shit up, but it's kept nice and expensive/impractical for the most part, so it'll kick ass in its own right without ruining all your peasant-squashing fun as a chivalrous, heavily armored Murder-Batman. Wacky awesome polearms, giant swords, Awesome-looking full helms, advanced artwork and martial arts depicting and detailing glorious combat, Late Medieval War is the best Medieval War, and some of the best war in general period. God I love the smell of blood-encrusted surcoats in the morning!... One of these centuries, this age is gonna end... 25 EHMS points. Bonus points for any and all Elephant cavalry. AND all gun-toting camel riders.