There is a reason why CK2 was the biggest success of Paradox, it's the game that gives you the most options.
For being a game of world-scope, EU is rather simple (shallow even). It's still a great game, mind you, but mostly so, because there is no competition that works on similar scope.
Vici - despite everything that I've believed before - is all about managing population, and while it excels at this role (and gives you many more options than EU) still lacks variety.
HoI series have no diplomacy (working one) whatsoever, and economy can be forgotten when playing some countries, it does bring the best military experience from all Paradox games, though. Rolling those panzerbrigades and coordinating encirclements with tactical bombing is something that not only overshadows, but puts to shame combat in EU, Vici and CK put together.
CK2 isn't a game about a country, it's a game about a family. It gives you the most windows to explore and exploit, and a truly rewarding and always fairly challenging experience (in the sense that you can always easily lose). There are no German gods of war, for whom losing HoI is nigh impossible (as player). There are no Pommies from EU, who can safely focus on whatever they want, and will forever remain safe and strong... and finally.. the same Brits, who just CANNOT loose in Viki, as it's simply impossible. You start with most of the known world under control.
In CK2 a random shadowy douchebag from some backwater shed in the middle of nowhere, can decide that it's in his best interest for you to DIE, and you will. There is no world conquest (it' possible, but it wont hold) and the threats come from within, more often than outside. Your own family members. Your fucking butler, even. It's the only game of Paradox that has working and interesting diplomacy, and while i have 100+ hours in every game mentioned above, CK2 takes the cake and eats it.
Just keep in mind, that - just like every paradox game - CK2 is crud without the expansions.