I feel that the current alliance system in EU3 is rather poor. It's simplistic, based on relations and that's it. Often I'm betrayed, or ditched, or fall foul with my alliance fairly quickly and in the end find myself going it alone for most of the 4 centuries. This is fine if you want to be a major power throwing your weight around, but what if you want to play a game as a medium/minor without rapid expansion?
The closest I can get to this is puppeting lots of smaller nations as a medium, which actually makes for a rather fun game. As a small state with lots of puppets, I feel like we're a league bringing our might together, but this isn't entirely fleshed out. So why not build a deeper alliance system?
Have degrees of alliance strength, which can be tightened with further treaties together that can ultimately unify into a league with it's own laws, leaders, advantages etc.
Level 1: Military Alliance (current style)
Level 2: cannot back out of calls, always work together, los sharing
Level 3: trade agreement, tech sharing, laws, voting
Once at a certain alliance level with other nations, you gain the ability to vote together on laws, a league leader, who can join etc. Think of it as a dynamic mini HRE style system.
What I imagine from this is the ability to play a very political game, without conquering. This could of alliance could focus on growth of the alliance membership (through forced joining? through releasing conquered nations that may join), alliance sphere of influence, alliance trade and shared wealth. We already have fun conquering and trading, now lets have fun being political.
I want to be worried when I mess with Italy because it may not be unified, but it has a powerful alliance prepared to defend it.
Additionally this kind of system could be used for some nation creation events.
I don't really have a historical reason this should be in the game, but there are plenty of gameplay reasons. If there is a historical precedent as well and someone knows, please pipe up