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Right now its CK2 (I love how its basically a dynasty manager, almost like a RPG) and I really enjoy the overhaul mods. Once I get my computer upgraded I have a feeling Stellaris will take its place. By then Stellaris will be even more fleshed out.
I'd have to say Europa Universalis. It's the series which pulled me into the Paradox universe. Without it, I'd have never thought of trying Hearts of Iron. The level of immersion is fantastic. I Just find playing the game so satisfying. The EU series has helped me learn so many new things. It's great.