Concerning the Paradox Games, you forget Crusader Kings. They cover the timeline quite thoroughly, I think:
EU: Rome + Vae Victis; Crusader Kings + Deus Vult; EU I/II/III + Napoleon's Ambition + In Nomine + Heir to the throne; Victoria + Revolutions; Hearts of Iron I/II + Doomsday + Armageddon/III.
I never played EU: Rome, but as far as I heard it is one of the less well made Paradox games, though.