The Games for Windows marketplace has Age of Empires III: The Complete Collection for 10 cents today only. That's $0.10, £0.10 or €0.10 in case you were wondering.
The Complete Collection includes Age of Empires III as well as The Asian Dynasties and The WarChiefs expansions. It might not have been as good as Age of Empires II: Age of Kings according to a lot of fans of that game, but I still enjoyed it a lot. Even if there was a distinct lack of "Wololo".
Alternatively, you can tell Microsoft they can forget about having your creditcard information (just in case you don't want them accidentally renewing your Gold subscription) and buy it for 10 Microsoft points. It's even less than 10 cents that way (actually it's not)! Do you have points left over that will never end up in an amount you can use for games on Xbox Live? Don't want to buy avatar items? Well, there you go then.
The downside? You have to download the Games for Windows Marketplace client to do it and you need a Live account. Age of Empires III requires a Pentium 3 1.4GHz, 256MB of RAM and a videocard with 64MB RAM.
[Update: as "However" pointed out in the comments, they have run out of keys but you can still buy it and they will auto-assign you a key 'in the next week']