eu4 does not blow. it jsut has some major issues. the majorest of which is cores disappearing in 1694. also combat can take a nod from CKII.
EU:Rome - haven't played. obviously covers the roman era...
Crusader Kings = game of dynasties. think Game of Thrones. they made it specifically with Game of Thrones in mind (and tried to get the rights to call it that, etc). you play as a character in a dynasty. if the dynasty ends, so does your game. else, you become your heir, and so on through history. you have lieges and those who swear fealty, you make your little fiefdom into something grand. covers 867 - 1453
Europa Universalis = game of nations. grand strat for your nation state. covers from the fall of hungary in the last crusade until napoleon's death, Nov 11, 1444 - 1821. allows start at ANY date among that continuum
Victoria - game of powers/influence. become one of 8 great powers, exert influence. i had battles literally last years in this game. it covers industrialization until WWII. need to set up industrial supply chains. this game teaches you how terrible it is to tax the rich, as your country will suffer for it. tax the poor, and tax them highly. only two start dates, the first one, and the outbreak of the american civil war. which i always get steamrolled if i play the south. i want the south to rise again goddamnit.
Hearts of Iron - i haven't played. covers WWII. assume it's game of military strategy.
East vs. West - not out yet. this game will cover 1945 - 1991 as an expansion to Hearts of Iron. and you can nuke people. specifically targeting civilians.