I don't think this has been asked around here (at least as far as a quick search of the archives showed), and I thought it might yield some interesting insights.
So, how did 
you find out about Space Empires (insert whatever iteration you started with here)?
I'll start.  I occasionally visit a site called 
strategypage.com, a public access site with military and wargame news.  On their links page, under the Computer Wargames Category, was a link to Shrapnel.  Being bored one day, I followed it and started browsing Shrapnel's selection.  I saw the listing for "Space Empires IV", and looked up the game.  I liked the concept.  I was impressed with the reviews.  And I 
loved the demo.  So I ordered it.