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I have tried most in this game, before I mostly liked being the underdog and build a great empire. Now I am mostly looking for the most effective strategies and ways to expand.
 
I tend to stick to somewhat historical expansion, though not necessarily lining up with the time of the game. For example as France I'll try to recreate the Napoleonic empire, vassals and all.

^This, I usually go for small/difficult Eastern European countries if I'm trying to make a fictional interesting Empire.
 
Build up a superb economy and then specialize on spies to get around 3 spies per year, and then proceed to destroy nations that are either a) low in stability, b) already have trouble with rebels or c) already engaged in a war simply. You do this by supporting rebels repeatedly and in strategic provinces, which will overrun their nation. It's great fun! Of course, your prestige will go down the drain, but it matters not.
 
I always tend to build big empires. Even when I tried to act as small, trading, etc nation, it simply doesnt work for me. Maybe it is somewhow linked to the state of my mind. :D
 
I don't really stick to any given play style or country, but if I'm playing in Europe I tend to stick to lesser powers, as the major ones are just too damn strong.
 
Recently, I have found a challenge in getting small nationalities to dominate my large empire. I usually play Sweden, and go for conquest. But I want Swedish to be a dominant culture in my huge russian/german/whatever empire. The beginning is rather easy, just grab the colonies from Novgorod and Norway, also colonize Lappland and Kola. Then get CoT in Stockholm, and go full Merchantile to make most goods trade through it. If possible, dismantle the CoT's of Novgorod and The Hansa. Since Novgorod is the first big foreign province I get, put Settlement Policy on it.
Later I try to colonize all of the Americas along with its nearer islands, to make all of its goods trade through Stockholm, and to prevent any other colonizers to get a CoT there, which would instantly cut all of the American trade. So with colonizing and having a HUGE CoT, I usually get a pretty decent % of my total population to be swedish, even when norvegian and danish have been merged to "other" on the ledger page.

Right now I'm considering doing the same with a smaller nation, maybe Finland, or maybe even with a nationality that does not have it's own country, such as ingerian or estonian.
 
I tend to roleplay and as such make my own objective.
Though now I tend to do this with achievements and all.

Else I just do whatever I feel like.
In my England game, I was once a bit pissed because of reallife reasons, so I kinda annexed everyone I saw fit.
 
I get frustrated at playing small nations because it is so difficult, so I take one of the big nations and get majorly ahead in the game before 1600 then I shake my fist at how too easy the game is (true story).
 
I have two types of games I like to play. One is to play a European trading power that eventually colonizes. The other is to play a European or non-european power that completely ignores naval and creates a large contiguous land-blob.

I'm currently playing a Muscovy->Russia game of the second variety.

I also play no reloads (unless there is a major mis-click or a misunderstanding of the game mechanics), but other than that I don't have any real house rules. I also modded my game to make infamy values double (so annexing a province costs 8 instead of 4.)
 
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I like to play some underdog against some Goliath and try to break it down. Also, not possible in the actual game, but some Estonian Empire in the Baltics could be a nice task.
 
I like to play some underdog against some Goliath and try to break it down. Also, not possible in the actual game, but some Estonian Empire in the Baltics could be a nice task.

I've added in Estonia as a country in my game, because I got really annoyed that Estonian nationalists don't actually do anything.
 
Massive continental blob.

Must span at least most of one continent.

+1

I like to start as a small country with western tech, focus on land and ignore naval units, trade and colonization, then I will look for the best opportunities to expand (conquest missions, holy war casus belli, excommunications, countries that are already getting owned by someone else) and I expand, in a somewhat conservative way, for instance before starting the next war I wait to have good stability, low WE, not extremely high revolt-risk.
I don't necessarily follow the historical developement of that country, even though sometimes that helps. I do a lot of diplomacy, trying to be friend of the most threatening countries.
When I expand I don't always annex, I like to vassalize too, when the target country has the same religious group, and after a while I annex them.
I don't like PUs because there's too much luck involved in inheriting, I prefer to have more control over what happens.
btw yea, continental blob ftw!
 
+1

I like to start as a small country with western tech, focus on land and ignore naval units, trade and colonization, then I will look for the best opportunities to expand (conquest missions, holy war casus belli, excommunications, countries that are already getting owned by someone else) and I expand, in a somewhat conservative way, for instance before starting the next war I wait to have good stability, low WE, not extremely high revolt-risk.
I don't necessarily follow the historical developement of that country, even though sometimes that helps. I do a lot of diplomacy, trying to be friend of the most threatening countries.
When I expand I don't always annex, I like to vassalize too, when the target country has the same religious group, and after a while I annex them.
I don't like PUs because there's too much luck involved in inheriting, I prefer to have more control over what happens.
btw yea, continental blob ftw!

Well there are some countries like moscow, that just must develop historicaly(somehow - IE it is better to form russia before 1492).
 
I cannot stand having armies with low morale so I always have military investment at max, to counter the cost I usually only have 60-70% of my forcelimits filled at a time. If someone declares on my my troops are battle ready THAT DAY and I can always build more.

I am like this because when I played for the first time as Castile I was following some guide about saving money and had low army maintenance and didn't react fast enough to a DoW and all my troops got destroyed due to low morale.
 
Well i you have troops near forcelimit your enemies are less likely to attack you. So that is not the best strategy. Also, i ussualy know the war is coming few months before it come, so i am prepared. Maybe it is because it is ussualy me who start the wars in the first place... XD
 
I cannot stand having armies with low morale so I always have military investment at max, to counter the cost I usually only have 60-70% of my forcelimits filled at a time. If someone declares on my my troops are battle ready THAT DAY and I can always build more.

I am like this because when I played for the first time as Castile I was following some guide about saving money and had low army maintenance and didn't react fast enough to a DoW and all my troops got destroyed due to low morale.

You can keep your morale lower if you have royal marriages and good relations and access with all your neighbors so you have a month or two of warning when they start cancelling their access or insulting you to get ready for their DOW.