Vic 2 is my least favourite. The game has a multitude of systems, very few of which you can interact with directly. The game seems complicated but is fundamentally very simple due to how little you the player makes an impact, and how much is automated. This is mostly compounded by how dated the UI is. IMO the game has an undeserved reputation as the most complex PDX game. The time-frame is also very easily the least interesting to me.

Crusader Kings comes next. I conceptually find the game interesting, but in practice, the micro-management of characters (and the prospect of doing it) just ends up turning me off from my campaigns very soon. I always need a chart and spreadsheet to properly plan eugenics and getting inheritable traits into the dynasty, the thought of slowly revoking and granting titles to clean up internal borders always makes me feel sick and extending said eugenics programme to courtiers to create generations of competent advisors makes it feel even worse. Then there's the fact that after like 1 generation my dynasty has so many children it becomes tedious to ensure all of them have a good tutor, good marriages, children of courtiers also notwithstanding etc. Love the time period, but it tends to very quickly devolve into tedious character micromanagement for me. The series is also just piss-easy. Despite all of my complaints, I will somehow manage to convince myself to try it again every few months.

Imperator has some of the best systems nowadays, but Antiquity is second only to the Victorian era in my disinterest and the glaring lack of content means that every run just ends up feeling samey. The character management is tedious too, and mostly just serves as an annoyance. It's overall just the skeleton of what could be Paradox's best game.

Hearts of Iron IV has decent enough land combat, but the air war is a complete travesty and the naval system is an a-historic mess, though I have yet to see an interesting Naval Strategy game save Rule the Waves which is basically unplayable for me now because my lizard brain needs pretty visualisations. Peacetime is awful and I would love for there to be a GDP mechanic to make the buildup to war be more impactful and in depth because at the moment the industrial queue for most majors is basically a flowchart nowadays. Also one tiny nitpick is that there are no mods out there which have high quality Cold-War style unit models - stuff like camouflage, assault rifles etc. TNO's really don't look that great, and the unit sprites in PDX games are actually something I care a whole lot about. The lack of negotiated peaces means that every War ends up with the victor hard painting the Map to stupid degrees, unless peace deals are scripted like again in TNO, which at this point is basically funner to me than vanilla.

Stellaris has the best replayability and allows the most different game styles in my view. The game itself is simplistic and still suffers from classic PDX snowballing, and even with my limited experience I find myself surpassing the AI economically and technologically very quickly. I find that it actually has the best funniest foreign affairs. The Galactic Community is really a fun UN-esque thing that lets you almost have a diplomatic victory condition, which is rare in Paradox's games. With mods, Stellaris also looks great, and I catch myself slowing the game down to watch late game combat unfold a lot of the time though the systems themselves are lacking - chasing tiny stacks is not fun, and land combat has absolutely no redeeming factors. I normally play on 13x Crisis difficulty, and the Crises are probably one of the coolest features as it gives you something to prepare and test your tag against, which I find tends to be lacking in a lot of Paradox games, most notably EU4. The Mongols are supposed to be this I imagine in CK, and they work ok in CK2 but tend to fall flat on their faces in CK3, and WW2 doesn't really count for HOI4 in my mind as that is literally what the game is about. CK2 has Sunset Invasion too, which is nice.

EU4 is my favourite even though it's probably one of the less good PDX games nowadays, because the core gameplay loop of painting the map is executed in a manner that makes it deeply satisfying to me. MEIOU & Taxes is also an excellent mod that really breathes new life into a game that at this point is honestly just really bloated and nearing the end of its lifespan. Not much about the game holds up in comparison to modern standards, the game feels extremely sterile and impersonal, yet I will somehow almost always have fun painting the map with a different colour.