I invariably ended up playing the bad guy as Scotland. I took out England first - I took every city on the British isles before they could, so they had to attack Denmark and then me, getting them excommunicated, allowing the Danes to take one province and for me to take Caen. Then Milan got excommunicated and a crusade was called on Rome, which I took part in, taking out all of Milan's cities on the way, basically making a navy blue line from Caen to Rome. So I give Rome back, and the HRE attacks me... even though I have massive armies down the line, allowing me to take half their cities in a single turn. The Pope is not psyched. Then France attacks me, and I send my armies back the other way and take everything but Marseille and Toulouse in a single turn, causing me to be excommunicated. So, I simply took Rome back. And now I'm going to take the whole of Europe, as long as the (way larger than normal) Hungarian empire stops me.