Here is my Great Great Germany in 1941:
Please note that I am a totally new to this game (played only around 2 hours with unmodded HOI3) so I had the supply system on arcade (shame on me :P) and played Normal.
http://www.abload.de/img/germany_1941vuny.png
(Just so you know: Yugoslavia, Hungary, Romania, Portugal, Bulgaria are axis members. That's the only reason why they still exist, mwhahahaha!)
I conquered all of Europe until 1938, then I stopped and in the beginning of 1940 I started the Invasion of England. Had a really hart time, conquered around 5 provinces then a stalemate until January 1941 when Italy joined in and then it was just a matter of time. Why it took so long is mainly because I played rubbish and didn't use the air force properly and because of the annoying stacking penalty (for example I had london surrounded and 220K men were attacking with 15.000 defending - it needed damn 4 months until it fell!)
Apart from that, just ignore the dissent etc. I'll restart the game and play "properly" anyway, I just wanted to conquer damn UK before!
What annoys me is how powerful italy is. Not only did they conquer France, a lot of Britain, crushed a lot of Britains navy but they also control Northern Africa now and have driven UK down south.