Victoria II.
In time period it fits in between Europa Universalis (post Napoleon's Ambition) and Hearts of Iron. Meaning it starts in 1836 and ends in 1936.
I like Paradox games over the Total War series. Mainly because I don't like the RTS part of Total War. I mostly stick to the grand strategy part of Total War games, and in that regard I think Paradox Games are better since they focus on grand strategy and it's much more detailed.
I have yet to play any Hearts of Iron or Victoria games myself. I just prefer the Medieval and Early Modern periods over the Late Modern and 20th Century.
I most often play Crusader Kings II. Lately I've randomly chosen a province and play as that ruler. Sometimes I'm just happy to survive.
In my latest play-through I started as Count of Serdica in Bulgaria/Byzantine Empire and I focussed on becoming rich, I never really gained any territory but by the 15th century I was the second richest dynasty (first place was the Republic of Pisa). I had been just happy surviving, since Bulgaria and Greece were taken over by the Golden Horde in the 14th Century. And so my county turned into a chiefdom but I managed to stay Orthodox and Greek, even though my Mongol Duke (High Chief) kept trying to revoke my county, I focused my diplomat on him to keep him happy and whenever he tried to revoke I used my funds to buy several mercenary units of 16+ thousand troops to defend against his revocation. All the time I had focussed on 'levelling up' my children so I had access to quite capable Diplomats, Spy Masters and Marshals.
Through marriage policy I had gotten Dynasty members in control of the Kingdom of Navarra (who also seemed to have conquered large parts of England) and the Duchy of Jerusalem). Both Venice and Pisa had offered money for my daughters, I accepted and I also gained two powerful and rich allies. The Golden Horde was also weakened because they themselves were overrun in the North by the Timurids and in the South by a Catholic Crusade, large parts of Greece were under Templar control. When I got 30k in my treasure I declared independence from the weakened Golden Horde and gained my independence with the help of Navarra, Pisa and Venice.
Over the next turns I slowly conquered most of the Duchy of Moesia, gaining that title, then I fought a holy war against the Byzantine Empire who had turned Iconoclast (and thus heretic) to gain the western Bulgarian Duchy. And against another independent Tengri ruler in Bulgaria to gain another few eastern counties. All with the help of some of my allies.
Then I created the Kingdom of Bulgaria. Sadly, because I was traditional Orthodox, the Byzantine Empire attacked me and took the western Duchy in a holy war. Then I decided to become Iconoclast so the Byzantine Empire couldn't use that Casus Beli on me any more. Another consequence is that the large majority Bulgaria is Tengri, I'm now trying to convert them. At this point I got no help from my allies (I think Doges of other families are in power and Navarra is fighting it's own wars) and my treasury is running low.
This is where I'm at right now. I'm thinking about laying low since I'll only have a few decades left to play. I don't think I can gain enough money in time for another campaign and I might just rejoin the Byzantine Empire just to have some protection when and if the Timurids come south. I would lose the ability to wage war because I think the Byzantine Empire is at High or Absolute Crown Authority.