CKII: I agree with you on this, I love CKII to bits, but besides Reapers Due(Oh hey my dynasty can actually die out now) I've not enjoyed the recent DLC too much.
Reaper's Due is definitely one of the best DLC. It is probably a notch under ToG/AoW in quality. I only have one objection, I didn't care much for the immortality stuff. I have the same objection in regards to Monks and Mystics, the supernatural stuff turned me off, and especially the satanists. It makes no sense that half the world is satanist, that joining is as easy as pressing the button and going through 1-2 events, and from a minmax perspective, you really have no choice to be a satanist because they have so many abilities and they're almost all overpowered. Compare this to the monk orders, which both suck, and the hermetics, which are just ok, and the fact there's no benefit to not being part of any order. I liked the secret heretics though, and thank God for rules.
EUIV:Art of War was the high point of EUIV no doubt, Rights of Man is actually pretty good though, I hate Mare Nostrum and the Cossacks though. Estates are just an annoyance for me.
Most new features of EUIV are annoyances, because they don't actually add much more to the game than roadblocks. Take corruption for instance, it doesn't allow you to do more stuff, it's not truly a feature, it's just another hurdle you have to play around to do the same stuff you used to be able to do.
EUIV is just a bit harder than CKII, what makes it much worse for me is that the only way to have fun is with challenges or house rules, and it's much harder to become immersed because of the higher level of abstraction.
Stellaris: I've actually quite enjoyed it all the way through its development, Utopia added a lot for the middle/late game, the AI is still dumb and the midgame is only a bit less tedious, but Stellaris has by far the most functional MP of any Paradox game.
I remember that there was a widespread perception a few years ago that Paradox was letting the state of MP bleed into the SP experience. Personally, I don't play GS in multiplayer, I like to pause often and think about what I'm doing. I remember when they limited players from choosing ideas of the same category twice in a row because people would just stack military in MP, for instance.
Stellaris has potential, but it's just not there yet. The exploration is great (though it annoys me that even your starting ships have infinite range and no fuel problems, which IMO speeds up the best part of the game needlessly), everything after just...isn't that good. I'd rather play Distant Worlds.
HoI4: It has its moments I find, but my main enjoyment is just dicking around with nations and making them doing super ahistorical things. Some great about conquering the USSR and Germany as Poland. Naval invasions are extremely tedious though/
HoI4 is just fucked. The AI is probably the worst of any Paradox game, which is why people get away with doing super ahistorical things. Last time I played, I watched Germany dump all its shit directly on the Maginot line and lose. They used to leave borders completely undefended and all you had to do was waltz in and take the points. Stupid, stupid AI.
Vic2:I enjoy it immensely I just wish there was a 3 done in the same style, but some of the feature were updated. A more functional UI and MP would be nice.
They won't though. Vic 3 would be great as more of the same, but modern. But you know they're going to export their most terrible recent design decisions to the new game, like 50 types of mana everywhere, super abstracted economic system of HoI4 is any indication, etc.
To their credit, some of the issues you take with Stellaris are issues with the entire space grand strategy genre, which is why I imagine there's been so few attempts to do games in that genre (Space Empires is the only other series that comes to mind). Paradox did a good job with taking out a lot of the micromanagement of the genre and making a game that flows well and is reasonably simple to learn, so I still have an overall positive opinion of the game.
I think Distant Worlds does it better. You can just automate what you don't want to take care of. I want to see DW2 though, the lessons they've learned from Stellaris as well as their own mediocre launch of the original DW.