Change country every few centuries. Or really roleplay your leaders, so that there are good rulers and bad rulers.
Ask yourself why you want to do a mega-campaign. For me it's because I like creating an alternative history and creating stories in it. So I don't mind switching countries every 150-200 years, because it gives me an opportunity to play in a different part of the World and shape that. You can also see how long your old empires last. For example, in one game I created a very powerful Tartaria empire in modern day Russia in CK2. I switched to playing Ming in EU4 and then again to Bohemia before converting to Vicky2. What was cool was that Tartaria survived all the way to Vicky2, but then collapsed because it hadn't kept up technologically. And while playing Ming I had to be careful of the powerful Tartaria to my west.
In my current playthrough I'm trying to roleplay more, which in CK2 means I try and do what the characters would. It means I only launch aggressive wars if I have a martial leader, otherwise I try to advance through diplomacy or espionage.