Do you still play Heroes of Might and Magic III after the release of Heroes of Might and Magic V?

There's no World of Xeen there, only Heroes I, Heroes II (2 parts), and Heroes III (Armageddon's Blade, The Restoration of Erathia, The Shadow of Death). You can buy them in game stores; they sometimes stock them.

I have a complete collection, including World of Xeen!

By the way, in World of Xeen, the AI's skill level varies. I've set up a script so that the harder the game, the more experience the AI monsters get for free...
So, it's quite challenging to play.