Crusader Kings 2 is not really a 4x but it will suck your life away like one! Its a grand strategy game, same as Hearts. Its more about rulers and marrying of daughters for alliances and all that intrigue. It has some conquering, but its usually caused because your step son, broke from an alliance and you realise you can take over Spain because of your grandson was married to the right person. I love the game. Only some of the dlc is good, and you should get Sword of Islam and Legacy of Rome. I haven't got Republic yet, but it adds a whole new way of playing, you can play as merchant families, and take over holdings etc. Islam and Rome add new features that you will miss if you don't have it. There is a huge amount of depth to it. I have spent 10 generations or so, starting out as Leinster, and taking over Ireland and now I am King of Ireland, King of Wales, King of Scotland and moving south to England to unite the Ilses.
Endless space is very good, but weak. I really enjoy it, but it has issues in depth. It doesn't have the depth of Civ, you expand, and research but never exploit. There is no real bad planets, just different ones, and as you build improvements on a star system rather than each planet you never really have to worry about which improvement to build, they are all pluses really. Its had to screw up your systems, and as some who loves the building up and exploring part of 4x games, it feels weak.
Gal Civ 2 is great, lots of depth, its Civ 4 in space. There are some weak points but not many. If you want a space 4x this is the one.
Sins is a big RTS with 4x elements, its all real time, and about building massive armadas and invading, not really my thing so only played a little. It does it very well, so if you love fighting, its great!
One that you haven't mentioned that might be worth a look, if you can get it on sale is Fallen Enchantress
Its Civ meets Heroes of Might and Magic, it has its bugs and issues, but the game is fun and solid. Tactical battles where you control the heroes, sprawling cities that grow the more you build in them, quests and fantasy setting.
There is also the Total War series of games, the campaigns are detailed and hard, the graphics stunning, the battles are real strategy and engaging. I would go with Shogun 2 first then Empire or Napoleon. I have 610 hours on Empire, my best game was taking 56 provinces, in 60 turns with Great Britain on very hard.
I LOVE 4x and strategy games! One I like the look of thats coming soon is Divinity - Dragon Commander
You play as a commander that oversee the expansion of an empire, you play cards in provinces and control the strategy side, oh and you you are dragon with a jet pack and nukes and can enter the fight your self!!