Found KB:TL pretty darn awesome. Granted, not much of a story, just something to keep you going, and the gameplay itself does a good enough job of that. It's all tactical combat, units are your resource, and they're finite. And no AI players, pure PvE, so also no turns outside of combat, so the "one more turn" feeling is replaced by the "one more fight" one, with no downtime in between created by other players' turns in other TB games.
So bought the 2nd here quite some time ago, but still didn't play it. Supposed to also be good, keep saying I should play it, but don't get around to it.
As for 3rd and 4th, with the bad reviews they're getting (and also the fact that 4th makes you be the bad guy, really not keen on that), not sure I'd dare even after playing 2nd.