Europa Universalis III was crap. I played as Incas and then as one muslim nation (I don't remember the name). It's now obvious to me that the devs wanted me to choose an European nation (granted, the game's name was Europa Universalis...) Well anyway:
What the hell? I can't build ships?
What the hell? European tech advancement speed is 1 while Incas have a speed of 0.1?
What the hell? I can't advance from the Tribal political-stage?
What the hell? "Accept Westernization"? BUT MY COUNTRY IS THE WESTERN WORLD!
Editing the game files to make the game friggin' playable isn't my idea of fun. Well, I did that. Oooh, the game got so much better... wait, what's that? Persia beat my army of 10 000 infantry with 5000 cavalry while factors like generals and military tech was quite equal or in my favor? Oh, okay, let's try beating their army of 7000 infantry with my 5000 cavalry. If it worked for them, it must work for me, oh wait, no, my forces were slaughtered. Ooh, I got an idea! Let's see what happens if I load an earlier save but fight the battles as the Persians? Oh look, this time whatevermynation'snamewas massacred the Persians. Could it be that the AI is a cheating bastard? Pffft, impossible.
I liked Hearts of Iron II though. Maybe that was because the battle system was a lot more fair and clearer.