I was lately playing a lot of March of the Eagles. Great game in my opinion, only problem is that they only have 8 major factions which have the chance to actually win.
The most fun you have in Multiplayer, although I recommend not to play it with some one who takes games like this too seriously. I heard there are some good mods out already, but I am too dumb to install them xD
If you liked Paradox strategy games this one might be something for you.