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Anyone else here play Paradox grand strategy games? They're some of the most indepth strategy games on the market and most of them, with the exception of EU: Rome and Crusader Kings, have pretty steep learning curves, but they're all worth it. Except maybe Hearts of Iron III. The games cover several different eras of history and with some savegame conversion apps it's possible to play as any nation from the dark ages right up to the end of the second world war. I'll list some of the best and most well-known ones, in order of the time periods in which they take place, along with screencaps.
Crusader Kings
(http://img245.imageshack.us/img245/9551/crusaderkings.th.jpg) (http://img245.imageshack.us/i/crusaderkings.jpg/) (http://img84.imageshack.us/img84/7709/supplylimit.th.jpg) (http://img84.imageshack.us/i/supplylimit.jpg/)
In this game, you manage a royal dynasty from anywhere in Europe, controlling Kingdoms, Duchies and Counties in the process, attempting to survive threats from neighbouring realms, rival families as well as Islamic invaders and Mongol hordes. It starts in 1066 and ends in 1452. This is definitely the easiest of all the Paradox games but it's also quite different in that the focus is on characters instead of nations. Think of this one as a grand strategy Sims set in the dark ages and you've got the basic idea.
Europa Universalis
(http://img824.imageshack.us/img824/6950/heresy.th.jpg) (http://img824.imageshack.us/i/heresy.jpg/)
The latest incarnation of this game, Europa Universalis III: Heir to the Throne starts in 1399 and ends in 1820. It's probably the most well-known game in the series. While Victoria is mostly based on economics, industry and trade and Hearts of Iron is almost all about warfare, EU3 has a good balance of all of these things. Due to the huge period of time the game covers it's probably the least historical of them all, but if you do certain things, it can be as historical as you want it to be, especially with the right mods, all of which can be found on the Paradox forums (http://www.europa-universalis.com/forum/forumdisplay.php?f=357).
The third game incorporates the Papacy, the Holy Roman Empire and more realistic colonisation of the New World. For a more historical vanilla EU experience though, I would recommend EU2 instead. It's similar to HoI2 and Crusader Kings with events and choices guiding a lot of things, whereas the third game is more open-ended, giving initial missions based on history, but at some point creating missions according to the position your nation is in at that point in the game.
Victoria
(http://img823.imageshack.us/img823/5277/1283941417937.th.jpg) (http://img823.imageshack.us/i/1283941417937.jpg/) (http://img843.imageshack.us/img843/7912/1282544920071.th.jpg) (http://img843.imageshack.us/i/1282544920071.jpg/)
This game is set during the era of industrialisation and Victoria II is the latest of all the Paradox grand strategy games. The first game had the interface from hell and was really hard to get into, but all that has been fixed in the sequel, and it's a lot more balanced now. Unless you go up against the British Empire or you choose to play as Texas, that is.
The game starts in 1836 and ends just before the onset of the World War Two. The game contains an insane amount of demographics like the nationality, religion and political viewpoints of your populace. This also means revolutions regularly happen based on these things. Bloody communists ruin everything, I swear.
This game is the least war-focused of the series, at least externally, and it's possible to play as a small nation, industrialise, civilise and start colonising fairly easily while it can be difficult to play as a great power and annex half of Europe because the AI in this game really loves containment wars. Unless you play as the British Empire anyway. Everyone is scared of them so they go around annexing everyone unchallenged. That's this game's equivalent of an easy mode.
Hearts of Iron
(http://img839.imageshack.us/img839/2862/1283932061769.th.jpg) (http://img839.imageshack.us/i/1283932061769.jpg/)
Okay, first of all, don't even think about paying money for HoI3. It is awful. This is an objective fact. Hearts of Iron 2, on the other hand, is one of my favourite Paradox games. It starts a few years before World War Two and, with expansions, runs right into the 60s, meaning it covers some of the Cold War, or a not-so-Cold War should you choose to play around with red buttons. You can play as any nation in this timeline and have the choice of aligning yourself with any of the major factions: Allies, Axis and Comintern. This game is different from the others in that it's almost entirely focused on war. It has trade and political aspects, but the trade is mostly there to fund your war effort while the politics are mostly used to align yourself with one of those factions. Some people love it, some hate it. I would recommend Arsenal of Democracy (http://en.wikipedia.org/wiki/Arsenal_of_Democracy_(video_game)) instead of the third official game. It's a fan-made major overhaul of Hearts of Iron 2 and it's awesome.
tl;dr: Real-time Risk with a pause button and some historical events.
Paradox Interactive official site (http://www.paradoxplaza.com/)
Paradox forums (http://forum.paradoxplaza.com/forum/)