I would also like to add on that your perceptions of the campaign have propbably been warped a little bit too much by these forums. I began playing this game in sandbox mode and began to fall in love with it (with the Ultumate edition, as yourself) for that mode alone. As the games went by, I began to troll these forums for strategies/just more talk about the game, and I found many postings about the campaign missions. I would have to say that over 90% of those posting involved ideas along the lines of- "The campaign is unbalanced," "The campaign is cheating me here," "The campaign is impossible," etc. While I agree that the campaign is not the place to learn the intricacies of the game, you will probably find, as most have (those of us who enjoyed the campaigns just don't seem to post as much), that the campaigns are a great way to switch to a completely different format of the game, all with its own new strategies and tactics.
My best suggestion is to play through sandbox mode as much as your heart desires, switching up the races as you go. You will be amazed how much personality actually manages to creep into each race of the game. After plenty of sandbox challenges (when you feel that the game would be fun with some very specific, hard to achieve objectives, move on to the campaign game. This will give you a deeper feeling for the relationships between the races/the background of these races.
However, if you are mainly looking for the narrative that accompanies these races, qrtxian has laid out your best resources for you. The development journals carry a great amount of background and help to bring the races to life.
