Depends on the game. In a few games, I go pretty far outside the boundaries of decency for the sake of conquest, but in most I tend to play them with the view that my people are my responsibility. Losing them in stupid wars or putting them through brutal deprivation in order to fuel an all-conquering military doesn't fit well with that, so I tend to be opportunistic and take the "low hanging fruit", or else I'm actively working to stunt the growth of other trees in the forest so ALL of the fruit is low-hanging, while not take a lot of casualties in most of the wars I do fight. That's what allies and vassals are for. Building up a strong economy and insuring a safe and prosperous core of my empire is a priority. What it does to the neighbors isn't my responsibility, at least until I annex them.
In other words, living in the heart of most of my realms would probably be pretty reasonable. Living in the fringe areas would likely be as brutal and stressful as in any other wargame world.
Last HOI3 game: a "kinder, gentler" Germany. After Anschluss, Munich, and First Vienna by late '38 (all pushed ahead of schedule by spies), I had a "minor local dispute" with Yugoslavia in early spring of '39....and a few weeks later the UK suddenly declared war on me over it, bringing in France and Poland. I dealt with that problem, annexing Poland, France (via an immediate concentrated push through the Maginot Line), and Yugoslavia in rapid succession, without antagonizing the Netherlands, Belgium, or Denmark over it. My navy assisted Italy in closing off both ends of the Mediterranean, sinking or trapping most of the Royal Navy (9 UK BBs, 3 BCs, and 6 CAs, plus a long list of CLs and DDs were converted into coral reefs, versus two German CLs and several subs destroyed, plus a modest number of Italian CAs, CLs, and DDs lost), which left the English Channel only minimally protected by bomb-damaged carriers and a handful of half-functional DDs. About the time that London fell in September of '40, the Soviets declared war on me. I've now got control of both Moscow and Leningrad in late December of '41 as the winter closes in, and the Soviets are sitting at roughly 95% surrender progress. So far, I've only declared one war (YUG), and the US cannot join the Allies because its Neutrality is over 60, while my threat on them is under 25. Japan is not an Axis member. Hopefully, another country or two will join Canada and South Africa to give me something interesting to do, otherwise I'm going to have to either declare a second war after Stalingrad is taken (possibly on Hungary, to let them annex Slovakia before I annex them in turn), or else influence and admit Japan into the Axis. The Netherlands is on excellent terms with me, Belgium is so-so, and various other countries are mildly hostile, but not likely to resort to arms. Aside from the regular bombing of Leipzig every month (which stopped once my troops took their airbases in England), there's been very little impact on the lives of my regular citizens, and I even maintain some token Consumer Goods despite the zero requirement under my mixed economy. Basically, it's about what you might expect if Hitler and his entourage of lunatics weren't in charge, but the government was still nominally "Nazi". Not at all where I'd choose to live, but not the hell-hole that the place was in real life during the war.
In my temporarily set-aside EU3 game, approaching 1600 AD, my core territory hasn't been invaded in over a century, even though I've had frequent wars in distant parts of the world and frequent uprisings in recently annexed territory. I'm up to 7 Centers of Trade built or annexed, with most of the Balkan Peninsula as culturally converted core territory and two continuous tendrils of core territory extending through the HRE all the way to Burgundy. Most of my provinces are only a few province improvements behind Western Europe in terms of economic development (I've got far too many provinces for the number of Magistrates I get per year), and I'm on par with or ahead of them in technology, with roughly comparable levels of freedom and better stability in the more recent decades since I completed Westernization and the Reformation ended. The rest of the world looks up to my King/Emperor and nation as heroes (99-100 Prestige, 90+ Imperial Authority, Infamy never above 8 and usually under 1, Papal Controller more than 50% of the time) protecting the Western world from the evil eastern hordes and the powers of darkness. Another few decades and I should eclipse the other European states as the most advanced civilization on the planet, once I fully integrate all of the provinces of what used to be Britain and its global empire. I think life there in the heart of the realm would be pretty good, overall. I'd probably be willing to move there, if I were in that timeframe.
