I purchased
Europa Universalis: Rome a few weeks ago. It's a real time strategy game. You build empires, fight wars, and generally try to take over the Mediterranean world.
Overall, it's an excellent game. It is very much a strategy gamer's strategy game. There are lots of fiddly details and numbers to worry about. Thankfully it is pausable, because otherwise you'd go nuts during wars trying to out twitch the AI with your army maneuvers.
One of the more interesting aspects of the game is the mechanics built in to help dampen imperial expansion. First, you have a manpower resource which gets depleted to replace soldiers. Second, technology research is divided by the number of provinces you control. Third, research is only performed by citizens and when you conquer a province you have zero citizens (only freemen and slaves).
The trifurcation of the economy into citizens (research), freemen (manpower for your armies), and slaves (income to pay your bills) is the core of the game. There are various levers you can pull to change the rate of upward mobility, but there are generally downsides to pulling them.
Those levers I mentioned? You have "ideas", which allow you to select bonuses for your nation. You generally get three of them (the number and type varies by your exact government model, which is changeable in game), so you have to pick and choose. Selecting to improve upward mobility winds up preventing you from taking things like economic or military bonuses. Another lever is laws. You can pass grand sweeping laws, most of which have one bonus and one penalty (e.g. you can pass "Service Guarantees Citizenship" which improves your heavy infantry quality but slows the promotion from freemen to citizens).
Lastly, you will never have enough qualified leaders. You'll be in constant tension balancing the need for military commanders, provincial governors, and government ministers (whose stats provide global bonuses to pretty much everything in the game). You have to balance competence and the risk of rebellion. You have to balance the cost of rebellion with the potential benefits (e.g. if a civil war occurs, both halves of the war will fill out their leader rosters with newly generated characters - when you reform, many of the characters will be POWs who can be brought back into the fold).
What are the weaknesses of the game?
First, the game is not a glitzy modern game. The bells and whistles are not there in graphics or audio. They aren't so bad that they interfere with gameplay, but they are definitely not a draw for the game.
Second, this is a small company. There are some quirks of gameplay, unpatched bugs (there is a beta patch, so I'm hopeful they'll be patched soon!), and a fair number of grammatical errors (Paradox is Swedish, so I can give them a bye on these), most of which are remain comprehensible.
Third, this is a strategy gamer's strategy game. That means it's really not for everyone.
Speaking of Paradox, they make a variety of highly rated strategy games, including the general Europa Universalis series and the Heart of Iron WW2 series. This is my first, but not last, foray into their games
If you're looking to buy,
Impulse is a great place to purchase the games. Impulse is Stardock's Steam equivalent. The biggest difference is that the DRM is seamless - you download and play without ever noticing the DRM. You can play single player games entirely offline, which is a big feature for me (Ever been bounced out of a single player game because your internet connection hiccuped and Steam was feeling pissy? I have!).