Personally I preferred Zeus - it just seemed like a more refined, rebalanced, advanced version of the same thing compared to Pharaoh
I also like how you quite often continue with the same city rather than starting a fresh each time, Pharaoh is still a good game though, Haven't tried Caesar 3 yet...

Interesting! I hadn't noticed it before.

I couldn't decide. So I bought all three. *sigh*

For me it is:
1. Zeus
2. Caesar
3. Pharaoh

Get Caeser IV instead of Caeser III. One big difference is that you don't have to micromanage your walkers, which is awesome! I hate doing that.

zeus, beside the gods, i found the colour are less depressing. seeing all the brown on pharaoh turn me off

Nobody mentioned the mission structure in Zeus yet? Thats its biggest pro in my opinion. Caesar and Pharaoh give you a map, a set of goals and then you're on your own. Zeus splits that up into missions with their sub goals and often different buildings and events per part. This allows for more storytelling, having produced a great number of usermade adventures over the years.

Zeus is probably the most approachable to someone not used to city builders. It is silly where Pharaoh and Caesar are serious (C3's ingame help teaches you a lot about real roman culture if you want to read about it). Caesar is at times an abstract logic puzzle, to make your distribution work the way you want with the limited options. Seeing roadblocks in a pharaoh demo ruined Caesar for me for months. Pharaoh is a more polished Caesar with added megaprojects.

Oh yes and do not forget about the other often overlooked main entry in the series which, regrettably, was also the last :

i prefer zeus, its pretty well laid it specially with regards to the gods , pharaoh is a mess as in you have to worship too many gods and if you ignore a particular you get pwnt. ts almost a year since a kind soul gifted me zeus and i finished it.would love to play pharaoh as well long time since i played the demo.

damn i wish the company had not shut down and we still had more sequel , the graphics and the colors were one of the main things that keeps on drawing me to these 3 games.

I love Pharaoh's epic scale pyramid building. Zeus is also nice but somehow I like Pharaoh more (Zeus has lots of random events, like earthquakes, invading monsters etc.), Pharaoh is more relaxed in that matter.
Caesar III is also a great game, however it has a frustrating AI (there are no roadblocks to create sectors for your cities), and managing large cities can become a pain.

Oh, this is about games. I thought you might be discussing what would happen if you locked the three of them in a steel cage or something.

At least we may know what would happen if you locked Caesar and Cleopatra together... there are some historical evidence about that ;)

i'm suprised nobody mention immortal cities children of the niles, it was made from the same designer of all mentioned game : )

[url=http://en.wikipedia.org/wiki/Caesar_(title)]Caesar[/url] is also a title ;) And Caesar III is not a game about Julius, you actually become a Caesar yourself at the very end of it :)

It got posted before I wanted to...

And yes, Cleopatra had a relationship with Julius too!