Don't forget to try out some of the excelent mods avalaible. I recommend the Armenians in the XL mod.

I've recently played as HRE. I took out the French easily, early and had a brief period of peace (on GA). Now it's not even the high era and until very recently, everyone I shared a border with was at war with me and wouldn't accept a cease-fire. I had to set up my "closest" western defensive borders at Arogone and Navarra. Now the Elmos keep ing against my legion of Jinettes. I didn't expand too far to the east but kept the enemy down largely with several raids of mounted X-bows.

But yea, try out the mods and don't be afraid to use gunpowder.