The DoWs have annoyed me so much that I don't play any more. Perhaps if they manage to fix the problem I will start up again.

I found that when you get to about 25 provinces or so, the admin costs become so high that it is only worth keeping rich ones. May as well give the crappy ones away to protectorates, you get money at least, for no cost, and hopefully the protectorate gets stronger and annoys the enemy more. Often though they just lose them by not garrisoning them.