I usually lose interest in the middle of the 18th century...
That being said, I play on very fast, but have changed the settings, so that it stops, whenever something interesting or important happens. This way, you can easily pass the decades when you have to wait for things to happen, like when you are waiting for your BB to lower, an event to trigger, or a key-technology to be available (like exploration with all ships).
Furthermore, I usually follow other nations closely. Quite often it is more interesting for me to see how other nations are doing then myself. All that keeps my motivation up, since in order to watch empires rise and fall, you gotta stay in the game for at least a few centuries.
Another way of gaining long-term motivation is picking a country that will keep you busy for the whole time-span of the game. Russia is an example. At least in the AGC-EEP you will get new core-provinces throughout the game, and as your neighbors fortunes rise and fall, you constantly have to decide into which region to strike next: Poland-Lithuania, the steppes, Scandinavia, etc. Turkey is like that as well, though with them, you will spend the second half of the game trying to keep your empire together. But that can be fun, too.
