So, I'm late to the party. In fact, the place where the party was got turned into a Papa John's and then a Number 1 Wok and then the landlord sold the place and now it's a half-empty condo development.
Which is to say: I love the Nations. I love Settlers 2. But I am so out of touch I have no idea what to tackle next. I like city building, but more than that I love resource management and tech trees. And I love when they're all neatly wrapped up in one another. SUggestions for something else? And, yes, I beat Anno 1701 to DEATH.

Maybe Tropico?

What about Pharaoh and Zeus: Master of Olympus?

Yeah, Tropico is a good suggestion IMO. Kalypso sells a pack with Tropico (with the Paradise Isle-expansion) and Tropico 2, can be found at certain digital distribution portals and in retail stores.
And obviously Anno 1404 is worth buying as well.

Good suggestion. And Tropico 2: Pirate cove is a great way to celebrate today's day :)

Tropico 3 is coming out, and I'm looking forward to that. Excellent construction/management games, if I may say so.

Agreed.

Knight and Merchants
very intensive economy and resource management, but no tech tree. It's very similar to Settler II (I believe the k&m programmer worked also on it). You can get it here for 6€.
Gog
Mobygames
[url=http://en.wikipedia.org/wiki/Knights_and_Merchants:_The_Shattered_Kingdom]Wiki[/url]

Not quite that expensive (or less cheap). It's only $6 actually, not €6. GOG isn't Steam.

I second that, provided you have a strong enough config to run that smoothly.

You're right, it's of course Dollar and not Euro. I used mechanically the euro shortcut, sorry for that.

Games on GOG that might fit the bill would be Patrician III, Port Royale and Port Royale 2, as well as games like Capitalism and Capitalism 2.

While they are great games in their genres, they have next to nothing in common with the likes of the Settlers/Nations/Anno series.
Patrician 3, Port Royale and PR2 are all about trading between cities and fighting on the sea. The only building opportunities are to erect new places to produce goods to sell, houses for your workers and some municipal buildings.
The Capitalism games, then, are about managing a (large) company. Although you build a lot and manufacture goods, you don't build your city but your business empire.

How about this?
http://impulsedriven.com/products/ESD-TGN-W245

True, which is why I said "might fit the bill...". They have some components of what he is looking for but they are not city builder/manager games.
It is good to take a look, because you never know if it might be a game you end up completely enjoying. :o)