Some suggestions as to what you can do.

In the Medieval epoch instead of M2TW you could use Crusader Kings. That way if you also use EUIII then you can have one massive mega campaign, from 800 AD to 1963 AD.

Victoria is a very, very good game. One of the best I've played, but there is a slight problem for new players. It is very, very hard. It has a lot of depth to it that you'll be discovering things a year after you've got it (Theres no tutorial) but once you get over the learning depth (Start off with automanage) it will be one of the best games you've ever played; and perfect for a thing like this. Just thought I'd warn you.

For the future epoch you could use Galatic Civilizations II There is another game which is like HoI and EU, and in space, but I can't remember it.

For EUIII make sure you use the Magna Mundi mod; it adds such historical accuracy, and gameplay changes, it is a new game. It defintly makes EUIII what it should've been on release; absolutly superb. EUIII is defintly recommended over ETW, even though its not out yet, EUIII covers not a mere 100 years but 400 - 500. Much better then ETW