[Arch Nemesis]

I've been searching for a game. It's one of those build-your-own-empire kind of game. Think it's set during the roman period, you build colloseums, blah, blah. There's no blood shed, it focuses only on building the actual city and keeping the citizens alive. Does this sound familiar to you? There's another game called Empire, but that's not it.

[Pyramid Head]

I think you mean Caesar (theres Caesar 1 , 2 and 3) published by Sierra. Its a Roman Empire managing game , it does have military campaigns but it focuses almost solely on building stuff , and keeping your citizens happy.