It takes a while to get a hang on Paraoxian games. They are a bit of an investment on time, as each campaign takes a pretty good while to complete. Further, the complexity can be a bit intimidating at first, particularly with Victoria. Its pretty likely you'll get kicked around your first couple of goes, with no offense intended.
That said: Paradox strategy games have overtaken Civ as my favorite strategy games. The AI is excellent compared to most games. Diplomacy is a requirement, not an auxilliary feature. Wars are rarely fought without reason, and when they do happen, you can see why ol' George Washington warned against entangling alliances. You can also see why isolationism can get you butchered.
There's one other really big plus: Moddability. EU III had a multitude of excellent mods, with Magna Mundi being the most popular. Victoria has one massive one, the Victoria Improvement Mod(VIP). Both give the game a different feel and can ratchet up the difficulty in ways the vanilla falls a bit short. That said, vanilla paradox games are quite excellent.
If you've got the time to invest, I would give EU III complete and Victoria: Revolutions a two thumbs up.I've alse heard lots of good things about the Hearts of Iron series. However, I've still yet to get my brain wrapped around the game's mechanics.
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