I haven't upgraded yet. I'm afraid of the change.
I actually have Civ 4 sitting on my Steam account, not downloaded. It takes forever with the slow-ass dorm internet, so I'm waiting. But Civ 3 is just classic for me, so I'm alright. The only thing I hate is that I don't have Civ 3 complete right now, so if you're moving a massive army you have to move them one at a time, and then every time they move a square it shows every single one. Painfully slow.