Space Empires 4 was, in hindsight, the best of the series. I'm very happy that you mentioned it again, because I'm very fond of that saga. Curiously, SE4 is probably the one I've played less (I think it would be SE3 Demo --> SE5 --> SE4) but again, seeing the weaknesses of the last chapter, the fourth is probably the most interesting. They were all a bit too easy, though, the AI was not really great in those games.

Needless to say, I agree with the rest of your suggestions. Space and sci-fi are among my greatest passions and, honestly, I tend to be a little more attracted by games like the X saga, where it's just you and the space. But 4x games can be fascinating, and you picked some of the greatest in history. I'll definitely try Stellaris as soon as I have time.