I like ironman, and for some of the reasons mentioned in a number of posts above. First and foremost, EU IV is a much better experience for me if I must live with each decision and event, good or bad. Without this it would be far too tempting to take a mulligan when my awesome heir dies hunting boar, or the RNG gives my PU target an heir two days before the old man kicks the bucket. This is purely a personal thing, and tied to my own shameful lack of self control. But I recall how I would manipulate the governor traits in TW Med 2 Stainless Steel. A leacherous, hunchback, craven adulterer with a lisp wouldn't always do as a field general so perhaps i can do something about that, and I often did. But this detracts from the experience, and it's often when things go the worst that the experience is the most memorable. That, and the fact that EU IV runs go much faster since I am just taking it on the chin as it were.
Any performance hit from autosaves is a non-issue for me, maybe it takes two seconds. I understand if it has more impact for others, but for me this isn't a concern at all.
I don't care about achievements, except in EU IV! Not only do achievements cause me to play nations I never would have, or pursue goals or paths I probably wouldn't have thought of, I feel like many are very challenging and exclusive. All of my rarest ones on Steam are from EU IV. I have over 2,000 Steam achievements in various games, but the top-ten rarest are all from EU IV, with the one at the top of that list being done by just .5% of players. This is appealing on a personal level and I couldn't care less if others agree or disagree, no offense intended. It's to the point now that when I am deciding on which nation to play next I consult the list of achievements and make my choice based on this.
Until this thread I must admit I didn't realize that it was so easy to circumvent the ironman restriction, and knowing this is sort of like finding out your girlfriend isn't actually a virgin like she said, but I'll try to forget I know this now so it remains pure. Or something.
However, I am very anti-Lucky Nations. I do not like this mechanic and the requirement to use it. I admit the AI can use some help, and with LN on EU IV IS a more challenging game, in Europe anyway. But it is so arbitrary and artificial and I long for the day when the strongest nations become so from a combination of inherent advantages and good play, not from being propped up by the developers. Maps and runs are infinitely more interesting to me in non-ironman games, although I don't play that way myself, but friends do and when we post reports I'm always a little envious as to how cool and interesting their runs are compared to the more railroaded results in mine. EU IV still has amazing variability with LN on, but with it off it's on a different scale.
So yeah, keep ironman tied to achievements, but lose LN and make the AI better