I first got SP2 on a demo CD back in 1998 and there a couple of scenarios on there that I played to death. One day my dad came in asked me what I was playing and asked if he could have a go and we had a head to head game of SP2, which was a Vietnam scenario forget what its called but I think a version of it is still in the game. From then on I was hooked to playing against humans in SP. I bought SP3 because I couldn't find SP2 anywhere and that's where this whole saga began
I enjoyed SP3 and for a while I thought that SP could not get any better until I played the original DOS version of SPWW2 in 2003, logged my first PBEM game of that in 2005 and have not looked back since. For a long time I was convinced that MBT was the superior game but in the last year the games I have had have shown me that SPWW2 is probably the best turn based multiplayer game out there.
PBEM is such a cool game experience and I have found that the only time I have been disappointed was when myself and my opponent did not set up the ground rules first. That is the most important PBEM rule talk before you play it can be difficult sometimes especially with some language barriers but it is worth it. I think my most disappointing PBEM game was when my opponent bought vast amounts of helicopters which I can handle in MBT but not in WW2!
Just going OT here but the most frustrating multi player I have done was Civ 3 in 2003. I was at my final year of uni playing 3 other people including a couple (this woman ended up dominating a whole continent and this caused a major row between her and her boyfriend which lead to war and a shouting match). At first it was fun but the game speed slowed to a crawl... Ah memories.