Formations will make or break your army. I have seen a group of 72 pikemen in formation kill over 450 pikemen who were not in formation, it's that important. In AoE, every country had basiclly the same tactics and units. I think AoE's cavalry looks better, but Cossack's navy units are done much better. The buildings in Cossacks are very detailed and well thought out.
Sound is good.
The unit's all have specific sounds, and while not incredibly sophisticated, the sounds carry the game nicely. Many different building styles and units. An interesting research tree. An interesting ability to buy mercenaries for gold, and although weak, have good capabilities, especially early in a game. The documentation describes unit stats and upgrades only.