For Vicky 2, being an Indian vassal should work for observation purposes. For EU3, I seem to recall the easiest thing to do is to go Inca for a hundred or so years, then alternate to some other country when the Europeans arrive.
For HOI2, Switzerland or Haiti are about the safest, but HOI2 unfortunately lacks a lot of the dynamism of the previous games. Japan will beat China 9/10 times and install a puppet regime (out of the remaining 1/10, about 75% of the time that just means Japan does something really stupid, loses lots of troops, and gets stuck in a stalemate along the former Shanxi Clique's land and 25% of the time China will steamroll through Korea and make things interesting), Germany will conquer Europe, and flip a coin to see whether they crush the Soviets or not (The American AI is, in my experience, too dumb to attack the Germans in Europe so the Germans have a slight advantage).
However, HOI2 is also one of the easiest to manipulate. Barring the ol' "Puppet is really the Master" trick of dragging big countries into silly wars through a small nation, there are plenty of other tricks in my box. For example:
Take every major power via save-trading, give them 100% dissent through minister swapping, use cheats to make the colonizing powers (Britain, France) high closed society policy, sit back and enjoy. Germany usually comes off without much pain except a harder fight with Poland, but the USSR basically collapses in a giant technicolour mess while Africa is taken over by an absurd number of angry rebel countries (India might get pretty black, but the British will throw everything at stopping Indian rebels including invaders from independent Burma, so it'll always stay the jewel of the Empire). It breaks the game and completely stops the events in their tracks (Poland beating a Prussia-less Germany can do that), but its pretty fun nonetheless