I love both CK II and EU IV and I have played HOI II and III, Vicky and EU III as well.
I have had some really interesting plays
As a single county count in Ireland, became the Emperor of Brittain, only to inherit the Holy Roman Empire and continue till I conquered the entire world (including India)
Starting as a Norse county in Scandinavia, kept the old religion and conquered Europe in the name of the mighty Vikings
Made Catholic the Christian herresy and Orthodox the official religion plus founded the Roman Empire and reclaimed all its borders as Byzanthium (in a game where Scotland for some reason was a Republic :S)
Conquered all of Essos, Westeros and Sothos as Daenerys Targaryen
Installed a Stark on the Iron Throne and spread the religion of the Old Gods
And ofcourse killing off everyone that is annoying or stands in your way of a proper succession:P
In EU IV
A nice MP game where Russia and The Ottomans would come defend France from falling apart and the Christians joined a holy war against Christianity
As a single county province founded The Netherlands and became the biggest colonial nation in the world
If anyone is interested, I'm always up for a nice mp game, just let me know.