So, I played my first EU4 game that I actually completed to the end. (All the others, I quit early because of boredom, frustration or defeat.) It was with Georgia. It was actually an interesting game at times, though with pretty long boring periods. At the start, I conquered Shirvan/Gazikumukh/Circassia and, as QQ imploded, I conquered the splinter state Armenia (vassalizing it first) and also expanded north into the Great Horde. I was afraid of the Ottomans though, especially after they allied the newly formed Iraq. I got Persia as an ally (after briefly allying with its much smaller target Tabarestan, only to realize I can do better than that), as well as Muscovy. My first war with the Ottoman/Iraq coalition against the three of us was still a defeat, however. I lost Nakhchivan and gave two Persian provinces to Iraq as well to get peace. At that point I looked like this:
I basically spent the rest of the game cowering from the Ottomans. Managed to conquer those Genoese provinces and, while the Ottomans were fighting in the religious wars of Europe, I found an opportunity to strike back while the Ottos were distracted. I declared on Iraq and got back Nakhchivan with several other provinces to the south, including Urmia, which the Persians wanted (but I figured I could get away with one province).
The Ottoman-Iraqi alliance broke at some point so Persia and I started eating Iraq. Then Persia decided to commit suicide (clearly overestimating its own power) by breaking the alliance with me, and the woefully underteched Persians proved to be no match for me. I first created a vassal Tabarestan with several Persian provinces, then started eating more and more of them in further wars.
The Ottos attacked me several decades later, and even though the Commonwealth had guaranteed me, and Muscovy was on my side, lack of coordination meant I was screwed. However, for some reason, while the Turks wouldn't have accepted any peace without Diyarbakir and Mush normally, they were (for some reason) willing to accept a peace that involved ceding a single Commonwealth province. Not very grateful for their help, am I? After that point, since there wasn't much I could do about the Ottos, I just continued to blob into Persia and Iraq and tried to play nice with the Ottomans.
The 18th century was really boring. There was a revolutionary France popping up around 1720, but the revolution mechanics don't seem to work too well, as none of the AI nations even tried to crush the revolution and life went on as usual, aside from the fact that my prestige (and probably everyone else's) was nuked. Russia (which actually was Muscovy for a pretty long time) never attacked the Commonwealth by itself, even though it was allied to both the Ottomans and myself (which is actually the reason why the Ottos and I didn't attack each other, probably). Some of the European wars were fun to watch (e.g. as Ferrara slowly started to form a pseudo-Italy as France's only continental ally) but there wasn't much to do until the very end of the game, when the Ottos got into yet another war with the Commonwealth and losing a few stacks despite winning overall. At this point, with full Quantity, maxed military tech and ideas, etc., plus some really awesome generals from high army tradition, I decided I'd try to have fun and strike the Ottomans while they were down.
So yeah, they melted like butter. I had like three or four policies giving bonuses to morale and discipline, meaning that the Ottos were basically screwed for morale. The end game map looked like this:
That's a vassal Greece. Despite being 15,000 gold in debt and having to pay me war reps, the Ottomans still actually had positive income and probably would have rebuilt, and did finish first among the great powers. (Though actually, if the game had continued, I'd simply have DoW'd Persia - the Turks were guaranteeing them and were willing to go to war straight away after getting creamed!) Too bad I couldn't destroy the Ottomans more thoroughly. But at any rate, after a long game of praying that the Ottomans wouldn't attack and destroy me, the ending was very satisfying, and even if the Ottoblob is still #1 technically, I know that by declaring on Persia, I could probably have broken them for good.
(Any provinces that are Ottoman in the first pic but Georgian in the second were gained in this last war.)