AoE 3 is great
the game has a better economic system: settles (villagers) don't need to build stock houses anymore to stock their supplies, all the improvements are at the market, but there are no trade routes anymore (camels, donkeys,..) like there were in the last Age of Empires games, When you play with the dutch you have got the possibility to build banks who give you a constant rate of money.
Also the battle system has improved: you have now the possibility to train your soldiers in groups of five (it very useful when you are under attack, at previous games you could only train one at a time), all the guard towers have now guns (in their final fase cannons!), the graphics of an incoming cannonball are much better than in te 2nd AoE.
You can also chose an politician for each age (like a minor god in Age of Mythology) who will give you supplies, soldiers or improvements.
The Home City system: when you play single-player you will have a home-city for each civilisation. It will allow you to continue the game even if you are not playing the campaign mode. The better you Home City is the better the support you will get from it (soldiers, improvements, Pirates, Boats, villages, supplies,...). It is also possible to use your Home City in a multi-player LAN battle.
At AoE3 you can also use you ESO (Ensemble Studios Online) account.
It is a great game with better gameplay, beautiful graphics and great music!