I've played the hell out of Europa Universalis 3 and really enjoyed it, I love the game and I love the history, although I'm not too great at some aspects of the game. I also really liked Victoria 2 but it didn't hold me for as long as Europa Universalis due to the lack of options as a leader, although it didn't lack as much in the production/industrial aspect. I loved playing as Japan in Victoria 2, becoming a civilized nation and forging it into the top super power. The Civil War was also pretty decent in Victoria 2 but I was honestly hoping for more.
I played Hearts of Iron 3 quite a bit and really tried to get into it but for some reason it's just not as fun or addictive as the others, it's pretty damn boring to be perfectly honest and although there are a shitload of options as a leader, the game is just so overly-complicated and confusing with so much micromanagement that I couldn't really get much fun out of it. I couldn't stand the diplomatic trade system either, closing pop-ups every other second was not fun.
The last Europea Universalis 3 expansion wasn't too bad although I was expecting more content in the Asian nations, considering that was the main focus of the expansion. I definitely think Paradox is a good company and I'm looking forward to their next game or expansion. I just hope they focus more on content and gameplay, those are more important than the amount of playable nations or the complexity of strategic options and they're just as important as the historical accuracy in these games.