Personally I found the German campaign annoying because of the lack of anti-air units. In most campaigns your army would be bombed to bits by bomers you couldn't take out.
I found the Rusian campaign fun, especially the last tw scenarios. I thought the twist in the penultimate scenario was genius! (My favourite experience in a RTS game, even better than AoE's Holy Man.) Although I did wonder why everyone found the second scenario so hard...I mean three town centers = three tactical nuclear strikes. I can finish that scenario in 20 mins, long before I get triple teams from all sides.
Greece: Meh, I don't like it when the builds and towers are only destructible with one type of unit, Sampson or a catapult.
England: Only the 2 Industrial scenarios. Henry V's cinematics were dragged out too much. I felt I was watching Shakespeare in slow motion. Waterloo was fun but disappointing. They could have done something a bit more creative then task a horde of French units to your position. I mean, you just stand with your infantry/dragoons and deliver.
I think what the campaigns lacked was a great set piece battle. They had many set piece battles somewhere in the campaign (Issus, Gaugamela, Hastings, Agincourt, Waterloo.) But every time the CP controlling triggers were very primitive. Patrol ground and then attack. It would have been mroe fun if the triggers made the CPU wheel complex manoeuvres such as flanking or decoying. That would have made the battles much more fun to play.