Yep, I thought about the intervention slider. I've started with the 1933 scenario and keeping things somewhat historical for now. FDR is still President and I haven't messed with the political sliders yet. I only played up to 1935 to get things set up, modernize the navy, and bring down all that dissent. I forgot that the game limits what the U.S. can do in the 1930s.
I'm thinking once Danzing fires, I'll DOW Germany, UK, USSR, and Japan (and probably China too). That will bring all of the majors into the action. I'm embarrassed to admit that I really haven't thought about a grand strategy yet. Probably take out Canada and Mexico right away while waging a two-ocean naval war. I'm using the All In One Mod, so who knows what will happen.
Looking back, I really should have selected the Allow Democracies to Declare War option though so other countries could join in the mayhem. Hopefully my belligerence will by high enough.