I try to play the game as the leaders of the country would handle the situation. Only a criminally ambitious madman would declare wars and invade countries without any legitimate cause or reasonable justification, and trying to do so would get you overthrown or assassinated by your own party, if not your rivals. Note that Hitler had his justifications: previously German land with German population in foreign hands, and he was still the target of several unsuccessful assassination attempts by his own army.
Basically, if they wouldn't have done it, I'd better have some clear reason for doing so. That means, cores in foreign land are "fair game" if there's an incident (a suitable random event) that I can exploit to justify the declaration. I never piggyback wargoals onto some foreign power's war unless I occupy the claimed land myself. I try to avoid starting anything unless there's already a crisis that's distracting potential opponents, even though the AI won't actually lift a finger to stop you (waiting for the SCW, Marco Polo Bridge, Anschluss, etc., to make a diplomatically questionable move). It's far too easy to just go on a rampage starting in 1936 and taking over all of the countries that aren't in a faction or guaranteed by one, so one either plays it out as a shameless "take over the world as X", or else one has to Role Play their nation and avoid doing things that would have brought the entire civilized world together to stop you. That usually means playing a smaller faction and trying to utilize a "butterfly effect" approach to alter the major events with as little loss of life and bloodshed as possible. The idea is that war is the last resort when politics has failed, not an end in itself. They're your people. Treating them as data in a computer game and carelessly throwing them away to grab a patch of land in some forsaken corner of the world takes away the sense of connection with them as a nation or culture.
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