I've tried Cossacks II, I couldn't really get on with it, everything seemed a bit too fast to me, I'd barely got a town going when the AI showed up with several platoons and levelled it. Cossacks I was a bit more evenly paced. Like I've said though, I've yet to try IG, but the fleet battles and movable camera do tend to sway it in my favour. Will have to track down the Demo sometime shortly.
As for where to get them...Online there are a few options, ebay and all that, as for locally...I'm not so up on US shops but I know that in the UK I've seen it in the bargain section of GAME (Buy two for ten or fifteen quid).