While the hearts of iron series is a great game in some sense, In my opinion it is by far the most lacking in it's area of combat and logistics. In supreme ruler, it seems the way combat is preformed, research, and supply & Demand is more plausible then that which is represented in HOI series of games. I beleive that Supreme Ruler especailly the newest edition 1936 - has more depth and ability to specifcally tailor your country to run the way you see fit. Not to mention you don't need 3 expansions and 17 updates to play the game past 2004. In Supreme ruler, you start at the onset of WW2 in 1936, and can literally play until the digital age to 2040 and beyond. So it is possible to begin fighting with WW2 gear, even experience the Vietnam war era, and Afghani war era, and eventually be fighting with Mech Warriors, and Spaceship style fighters in the far future in the possible WW3. The only minor bug is that when you play the sandbox mode it still has its scripted historical events - although not a HUGE issue as the AI seems to recognize the scripted events as error and go back to normal. For example, in my last play I was Germany, I pretty much played everything by the book as far as the war goes, I annexed Chek. Built up my army and invaded poland, I then made plans to use Russia for supplies rather then war to help boost my war efforts in the beginning. Russia and Germany ended up being near allies when in 1939(around there) it triggerd the Historical event that germany betrayed russia - which caused us to go to war, however shortly after do to our actual game standing Russia offerd peace, and things went back to normal...
The company battlegoat is already aware of the script/sandbox bugs and are working on producing a patch hopefully soon. Other then that if you are looking for a change of pace, epic strategy with the possibility to alter the way the wars can go, and if your lucky can even have your country survive until WW3 and beyond. Can also play as 200+ different countries, each with (almost unique) units for all and starting technological advances/disadvantages.