In your Railroad Tycoon episode, you mentioned that you like heavy games; since you like RRT, you'll probably like the game that it's a lighter version of, Age of Steam.
In general, I'd say Age of Steam is a much tighter game than RRT. The map is smaller, yet it plays the same range (3-6), so there are more blocking opportunities and more competition for cubes. Speaking of cubes, there are fewer on the board at any one time, thus further increasing competition. Another feature worth mentioning is that the map starts with no black cities; they have to be added through the urbanization action.
The auction for turn order is more brutal: both first and second place pay their full bids, last place pays nothing, and everyone else pays half, rounded up. The income track is linear, rather than a bell curve, but it has "tax brackets": if your income is between 11 and 20 at the end of the turn, it is reduced by 2; if it's between 21 and 30, it's reduced by 4; and so on, to a maximum reduction of 10.
There are more differences than that, of course (goods production isn't entirely random, for example), but I won't go into more detail unless someone's interested.