Europa Universalis III is what I would consider a masterstroke amongst games. It is something that, as far as I know, has a fairly unique play style, and one which keeps you extremely interested. As someone who enjoys strategy games, Europa Universalis III was a bit of an odd buy for me - It was something much more in depth than I had ever played before. It was already old then, but it appealed to me, and it has easily outlasted many other games on my shelf.
The basis of the game is to manage a country of your choice, from anywhere in the world, from 1399 to 1821. You can choose from an absolutely massive stack of around 250 countries - anyone from England, France and Spain, to Ming- China, the Ottoman Empire and the Aztecs. The player has complete control over their state, no matter big or small. They manage construction, diplomacy, the discovery and colonisation of the Americas, religion, trading, miliary and perhaps a million other things. I really appreciate the game's ability to allow you to focus your country in whatever way you want. If you want to make Denmark a naval superpower with a huge navy, you can focus your entire country into it; or if you want to take the Ottomans on a rampage, converting Europe piece by piece to Islam, then you can.
The way the game is both historic and ahistoric is also one of the greatest balances I have ever seen. When you are selecting a country to play, you can choose from any single day over the 422 years of gameplay, and the map will show the exact (as far as we know) layout of each and every country on the map at that time. One day a country will exist, and the second you press the forward day button, it is gone. History down to a pinpoint. However, the way that the game is ahistoric which is just as impressive - from the second you press that start button, the world becomes free. Although most countries will try to do something roughly historical (England, Spain and Portugal colonising and the Mongols invading for example), there is no retelling of history - by the end of the game Naples could own the whole of the Americas, or it could be wiped out in the first 10 years of the game. Every time you play the game is different.
A warning to those who expect a Total War game - this is nothing of the type. You do not play battles, you merely tell your troops to go to a certain province, and the fight is done by computer dice rolls, although terrain and troop count is taken into account. This is not a simple military strategy game, this is a grand-strategy game.
Personally, I adore this game. Since I've had it, I've played other games - Assassin's Creed Revelations, Call of Duty, Battlefield 3, Shogun 2 Total War. This however, has outlived them all. According to Steam, I have racked up a grand total of 274 hours on the game - My only other game anywhere near this is another Paradox Classic - Mount & Blade: Warband, but thats only 250 hours.
This game is tough though - the tutorials are not really ever so helpful, the manual, although I've had a quick flick through, is not really helpful either. There is, however, a large online community which can easily answer any questions and problems you may have. It takes a lot of patience to settle into the game, starting off as someone easy like France, but after a few hours you start to really get into it, and you learn as you play.
Not for the faint of heart, but a true classic in my opinion!