Which story mode of the Four Kingdoms (actually the game says it's 3 :P) did you choose? 
 
I choose Wu, Sun Jian is pwning.

Shu - Always been a fan of Shu

Wei, because it was the first one on the menu.

shu

I literally played this all weekend with my friend, I had the weekend off from work and we pretty much played it all weekend. I really, really dug the story telling in this game. If you dig the source and can into it not being entirely accurate it's pretty good. We played through Shu, Wei and started Wu. Wei was the weakest so far, and Wu started off really interesting to me. 
 
I'm honestly not the hugest fan of the series, but my friend was and I was really enjoying it.

I always start with Wu because I dig the Sun family.  Working on Wei now.

Shu. Guan Yu, Zhang Fei and Liu Bei are pretty much the center of the Three Kingdoms mythos, to me.

Wu, but obviously doing all of them lol

Wu cuz Zhou Tai is a fucking bad ass, but I still did not get to play him God dammit. Otherwise, I woulda done Wei first for Xiahou Dun.

I played them all

Wu, Wei, and playing through Shu

So far, I've liked Wei's the most. Wu's disappointed me for some reason, although the one level where you actually get to play as Huang Gai is great. He's a badass in this game

I played through Wei, Wu, Shu, and Jin, in that order.  Not really sure which one I liked the most, though Jin is certainly the freshest.  I'm not really sure which I'd say is my favorite, though I've always been partial to the Wu antics.

I wanted to start with Jin, but they told me it's better to start with one of the others (for chronological reasons). So I started With Wei and did the rest as it came. I liked all stories and have my favourites in every family ^^