It really depends on what you like.
Tigris and Euphrates is a classic game set in Mesopotamia. It focusses on heavy area control with occasional wars that can completely level cities you have carefully cultivated.
Concordia is a fantastic game set during the Pax Romana period. You establish trade networks and try to dominate different Roman provinces.
Hannibal and Hamilcar is a card driven wargame that models the 1st and 2nd Punic Wars. The games can be long yet in theory a good sort of long. Not for the fainthearted.
Command and Colours Ancients is part of a simple but classic wargame system that serves as the basis for the more popular Memoir '44. You can recreate a variety of historical engagements with it.
Paolo Mori's Caesar! is apparently an incredibly well made game for representing Pompey and Caesar's war in only 20 minutes.
Also, if you like Pandemic, there is a Pandemic variant representing the migration period, where you play as various Romans trying to stave off the barbarian threats. I especially enjoy the fact that the game models the historical paths the various tribes took.