I'm usually trying to blob as much as possible and just conquering anything which borders me, maybe apart from some colonial games, where I take Spain/Great Britain and care about the rest of the world, but not about Europe.
My biggest problem is, but I have this issue in every single game I play, that I become bored at some point. So even with 400 or so hours of EU4, I never ever played past 1700 but rather always start new games. But thats not particular for EU4, its the same for Hearts of Iron or Total War Series.
This may be due to the fact that if you set yourself the goal "conquer everything", its simply not much of excitement when you reach the point where you are bigger than everyone else and think theres no more challenge, even if this is not entirely true (had an Ottoman game in 1680 with my 500k army and didn't manage to beat Russia).
Another thing I hate about myself is that I don't like loosing. Ironman helps me a lot due to the autosaves which simply forces me not always to revert the wrong decisions. So I want the challenge as long as I'm winning, but I don't like it if I'm too strong but also don't like loosing. I simply need to force myself to play to the end, because I want to do it, but I don't want to do it. Yeah, I'm strange.
So I decided to get every single Steam archievement now. This gives me a mission, grants restarts with a lot of countries and gives me the goals I need to have.