I once finished a no-DLC Ireland 1066 game but that was it for me. I'm hoping to get through to the end with my current game, though.
Furthest I've ever gotten (in total time through game) was 1300 as ironman mode Mercia, starting from 769. By that point I controlled Britannia (de jure Empire of Mercia), Jerusalem, the Papacy, Egypt, and Iceland. I had taken over Hispania, Francia, Saxony, and Denmark at various other times, but I put a dynasty member in control of each and released them. I had gone so far that all of those aforementioned realms had become almost entirely Anglo-Saxon in culture, except for Saxony. Saxony stayed Saxon, because I had temporarily moved my capital there, become Saxon, and formed k_saxony to get the "Saxons Everywhere, Unite!" achievement for being Anglo-Saxon/Saxon and being king of England and Saxony at the same time. A Saxon family member was made king there. There were so many Anglo-Saxon characters that an adventurer of that culture had taken over a kingdom in India, staying Catholic.
The Aztecs invaded Hispania and Norway, ruining part of my dynasty there. I was in the process of liberating the Hispanian holdings when I just got tired of the game. It took an absurd amount of time to get through even a year, and no one could beat me anymore. Catholics? Excommunicate, plot to kill, done. If I have to fight, retinue of 10,000 + levies totalling around 90,000 = total domination. I had one great, climactic battle against the Aztecs, 60,000 Mercians vs. 55,000 Aztecs in the Empire of Hispania's last holding, which ended with my victory and complete collapse of the Aztecs. After that I could go on the offensive, taking Iceland in preparation for EU4 conversion and colonization of North America.
I prefer Norse (due to the most expanded mechanic) and Romuva (due to easy reformation) and typically tend to reformation and then to form a merchant republic. Most my games I've started as Lettigalian high chief of Curonia or Ragnar Woolen Shorts' father. As Norse, I typically unite whole Scandinavia (including Iceland) and try to do a Dominium Maris Baltici (controling whole Baltic area) including all kingdoms bordering Baltic See. As Balt, I try to form Kingdom of Lithuania first, then control whole Baltic, then controle whole Scandinavia (to provoke excintion of Norse faith). After that, I play until 1453, convert and play game in EU.
I had one fun game as the old leader of the Tribe of Lettgalians title. I never formed Lithuania, I modded my own kingdom in (it was before formable kingdoms were in game) called Latvia. I grew to around the size of Poland-Lithuania at their height, but instead of Polish and Lithuanians, it was the Latvian-Pruthenian Commonwealth. In the west, all nobles were Prussian. In the east, Latvian. I reformed Romuvan faith. I converted that game to EU4, despite being a dirty heathen I was so powerful that everyone in the HRE tried to ally with me, and I kept getting dragged into their wars.
I had also taken over Sweden and Norway in the course of the game, putting converted Romuvan Norse characters in control and releasing them. I thought they would be my allies in a converted EU4 game. Nope, they rivalled me and actually hated me more than all the heathens.