Personally, it would make more sense if each nation had its own general which can then be upgraded when progressing through the ages.
I mean, Cleopatra leading the Japanese, Napoleon fighting on the side of the Germans, historians would have a ball. : )
Also (still along the same lines) it would be pretty cool if, as you go along, your nation's general would change into a more modern leader of that nation (depending on the Age).
Something like Napoleon turning into Louis XVIII as you hit Gunpowder Age, for instance.
Wouldn't look too good for Germany though, at some point.. : )