If a game stops being fun for me... I tend to start playing another game. That doesn't mean I delete MTW from my hard drive. It means I've just momentarily lost interest, and I move on to something else.

For me, the attraction to MTW is all about the historical period, and recreating some grand bloody battles. A long time ago I decided for myself that it was silly for me to go off and conquer half the world as the English -- so I restricted myself to GA goals. To this day I only play GA. That doesn't mean I always stick to the GA goals themselves, but usually that's what I do. It certainly makes the game more tense, as you watch neighboring factions become superpowers, try to scrape together enough money to launch a Crusade, and hope you won't have to defend yourself against that monster stack waiting on the border.

Basically, I try to limit myself to what I think is "realistic" for the particular faction to do, and then grab a few extra provinces if I need to do that.

But when this gets tiring, usually that's the time when I find I'm ready to give RTW another spin, or fire up Stronghold2, or get back into the wonderful Thief series that I love so much. It's not the end of the line for MTW. I don't resent the game for not being 100% fun 100% of the time. I know that something will happen in the future to make me want to come back: either I'll see the trailers for a new movie (Kingdom of Heaven, anyone? Those trailers got me back into the game a month or so ago), or I'll start thinking about how much more fun the battles are in MTW than RTW.

Anyway, that's just my take.

CountMRVHS