cdnred: I believe Civ IV Complete can be purchased DRM Free from Amazon. I haven't installed this version yet, only bought it because it was free with a promotional credit that I would have not used otherwise. I'll try to verify.
JinseiNGC224: I was keeping an eye on the Amazon.com copy as well. From what I've read and answers here I can assume it's DRM free, as well as no copy protection, but I'll be awaiting your answer in that regard.
I installed the Amazon version, it is DRM free. Just be careful when buying, because I think they also sell one that is just a steam key. The one marked [Download] should be DRM free, while the one marked [Online Game Code] requires Steam.
jjsimp: I would recommend skipping V as it's the weakest part of the series. 4 is my favorite. I
As far as it being DRM-Free, the copy I have has a CD Check. But I bought it at release and the expansions at release as well.
I enjoy both 4 and 5. I have not played any of the earlier games in the series. The games play differently, and I have found that while 5 is different than 4, it is not necessarily worse. They both have strengths and weaknesses. It could also be that I did not get 5 until it was on deep discount and my expectations were not high after reading user opinions.