I never increase forts for conversions. Instead, when the first convert fails just leave around the rebels to drive down the pop. You'll get a better percentage in the long-term this way, although it costs income. But not as much money as building forts, and fighting increasingly huge rebel armies.
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A quick question; I always focus on pagans, then the state culture ones, and after that the hardest ones. Why? They'll become even harder if I wait. Is this reasoning fair or should I throw it in the trash bin?
All provinces will get harder if you wait. But they'll get easier if you wait while letting rebels pillage them. 
So, yes, throw that reasoning in the trash bin.
What you want for conversions is cost-effectiveness. The lower the cost, the better. The higher the probability of success, the better. Pagans better because they also change culture. In general cost-effectiveness is better with lower-pop provinces, because the income you get from provinces is only moderately correlated with the population of the province.
The reason to do pagans first is that double-whammy: both religion and culture change. And they are easy, like state-cultured ones, so they have the best cost-effectiveness, in terms of increasing your income.
State cultured provinces are the next most cost-effective. Finally the non-state culture ones.
Oh, and having a land connection to a province halves the price. So, if you can eventually get one, it's better to wait and work on the land connection.
For all provinces, it may be worthwhile culling the pop by using rebels. This is in general less true the easier it is to convert them, because the time needed is lower.
There is a special case where it is very important to cull: for provinces not on your capital's continent, which you can get down below 5000 pop. For example, many of Al Dzajair's provinces are like that for European owners. For provinces < 5000 on a different continent, the cost of conversion is 1/5 that of what it would otherwise be. These are the best deals going, even better than pagans.
As a general approximation for the cost-effectiveness of a conversion, you can just divide the chance of success by the price. Then do whatever is highest, with ties or near ties broken by paganness, or high tax value.
So, yes, throw that reasoning in the trash bin. What you want for conversions is cost-effectiveness. The lower the cost, the better. The higher the probability of success, the better. Pagans better because they also change culture. In general cost-effectiveness is better with lower-pop provinces, because the income you get from provinces is only moderately correlated with the population of the province.
The reason to do pagans first is that double-whammy: both religion and culture change. And they are easy, like state-cultured ones, so they have the best cost-effectiveness, in terms of increasing your income.
State cultured provinces are the next most cost-effective. Finally the non-state culture ones.
Oh, and having a land connection to a province halves the price. So, if you can eventually get one, it's better to wait and work on the land connection.
For all provinces, it may be worthwhile culling the pop by using rebels. This is in general less true the easier it is to convert them, because the time needed is lower.
There is a special case where it is very important to cull: for provinces not on your capital's continent, which you can get down below 5000 pop. For example, many of Al Dzajair's provinces are like that for European owners. For provinces < 5000 on a different continent, the cost of conversion is 1/5 that of what it would otherwise be. These are the best deals going, even better than pagans.
As a general approximation for the cost-effectiveness of a conversion, you can just divide the chance of success by the price. Then do whatever is highest, with ties or near ties broken by paganness, or high tax value.