I'd say Victoria 2, but only if you have a history/politics/economics interest. It's a lot more modern, with POPs (Portion of Population) dictating the game more than characters (there are very few characters, just some generals get names, and some politicians are mentioned in events).
It is a really great economic and political simulation, in my experience, more than it is a great wargame. War is fun in Victoria 2, but it's the economics and politics that always bring me back.
EU3 is also wonderful, I still play occasionally the vanilla with all expansions, and really enjoy myself. I find EU3 is probably easier to understand than Victoria 2 (but I learned EU first). EU3 has a number of, what I would call mini-games, inside it. So you're playing the trade game, the Curia game (for Catholics), the war game, the technology game, etc., and they all come together to get your result. Some countries focus more on certain parts of the game than others (i.e. if you play Oman, focus on trade; if you play Persia, focus on war). They all come together very nicely.
I'd prefer Victoria 2, because I like my games super-complicated; I like to manage the various aspects of Victoria 2 more than I do EU3. That said, EU3 might be the next best step after Crusader Kings 2, because of the time-frame, the simplicity, etc. I think EU3 is easier to wrap your head around.