We've finally found a game that we like as much as Puerto Rico - Caylus. We played another round last night, and while I didn't do at all well, it's a game I like quite a bit. The thing is, you need to be paying attention pretty much the entire game. There are things that you need to accomplish in the middle game which, if you neglect, will just take you completely out of the end game. That's what happened to me last night. I didn't get the right sort of buildings up then, and by the end game, I was way behind.
I highly recommend this one - it takes longer to play than PR, but it's well worth it