I'm assuming this is games developed by Paradox so therefore you're not looking for stuff like Mount and Blade which was just published by them. I know you've already mention you have CKII and Hearts of Iron III but I'm going to bring those up anyway in case any reader is curious.
CKII is a complete Paradox experience while being the easiest to get into and most user friendly. It's also much more pretty than anything that came before.
Victoria and Hearts of Iron are their more complex games and are pretty damn unfriendly to new players, Victoria II is possibly the most overwhelming. EUIII is rather simple compared to the other titles but the complexity mostly comes from the UI and lack of direct information feedback.
I used to love EUIII but after getting into CKII and Victoria II I don't enjoy it as much. A lot of it starts to feel shallow after playing the other titles and there isn't much to do apart from "paint the map your colour". If you still have your heart set on EUIII I remind you that EUIV comes out this year (around Q2 I believe) so if you hold off you can get a much improved version.
Most Paradox games specialise in their own field and you should get what you think would appeal to your playstyle more.
CKII: dynasty and fedual management. Good tutorial, good UI, extremely friendly.
Victoria II: Slight jack of all trades, political and economic focus. Has a learning cliff around par to Dwarf Fortress.
Hearts of Iron: Combat, combat, diplomacy, combat. If you can't wrap your mind around modern combined arms (like me) then this isn't the game for you. Many people prefer the second game to the third although a lot of the complaints about the third have been addressed in the various expansions.
EUIII: jack of all trades not really a master of any. Still a lot of fun to be had and is one of the best games to play if you just want to conquer the world.
EU:Rome: older and stranger game. A mix between the original CK and EUIII. It was heavily focused on Roman politics and while a very flawed game it is quite interesting to play. It's also very cheap now.
> assuming that everyone on these forums still plays DF
This isn't 4chan, use your words.