4 involves much more micro management. Each city has its own happiness and health level which you have to keep an eye on. Only a minor annoyance once you get used to keeping an eye on your city list, and using the filters to check which cities need their growth halted.
5 scraps the health system entirely and makes happiness universal. The only real downside to this is cities become a little faceless i.e a conquered and annexed city will behave identically to your capital... also, a lot of people slated 5 for its one unit per tile rule, and on small maps I can understand it. On large maps though, it works beautifully well. The problem with 4's 'stacks of doom' (units are infinitely stackable on a single tile) is combat came down to who had the bigger stack, as opposed to who martialled their troops and used the terrain better.
4 has a little more variety in its vanilla version as it had more scenarios, and religion was a mechanic from the get-go. Vanilla 5 is a little more bare-bones, so you'll probably find 5 a little easier to get to grips with. Once you are comfortable, I highly recommend the expansion packs. Adding religion and espionage to the mix really makes things interesting!
Hope I helped ☺
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