I loved Hearts of Iron 2 but I always considered Hearts of Iron 3 to be absurdly complex with its new Orders of Battle communications system and vastly increased number of provinces. Plus the map looked horrid, grey and dark and everyone played with counters because the sprites looked terrible. So I kept with HOI2 until I made an impulse buy when I noticed a new expansion was being released called Their Finest Hour. I bought this from Steam but its the same package although a word of warning - you cannot buy the latest expansion on Amazon at the time of writing.
Anyway this package covers all the previous expansion packs and most of the sprite packs as well. This is a mixed blessing because two of the sprites packs conflict with each other and you have to mess around with some of the game file to correct this. If you don't like doing that kind of thing (it's actually pretty simple and tells you all you need to know on the Paradox website forum) you shouldn't buy this, get the base HOI3 game on its own instead and get the expansions and sprite packs separately (more easily done on Steam than getting it all on amazon it has to be said).
Also some of the sprites are corrupted and also need some files adding into them to resolve black American tanks and a weird corrupted sprite that manifests itself for all the close Germanic axis countries such as Romania and Austria. Again its all pretty easy to do but you have to dig into the forum to find these things out - Paradox haven't made this resolving these issues easy by for example releasing a patch that does all this for you. This is why I have given the game 4 stars not 5.
The good news is there are a lot of mods available to correct things like the dull map, dark sea, etc and the sprite packs generally vastly improve the vanilla games sprites. So overall the game looks a lot better than it did on release.
Also with the three expansion packs (of which only two are provided here, the latest one having been released only a few weeks ago) the game plays really well now. The AI is very good, the game acts relatively historically and most importantly for me, the game now includes quite a few scenarios. These are battles where all you have to control is the combat not the diplomacy etc. These scenarios include The Battle of the Bulge and The Desert War. These scenarios have a couple of annoying historical glitches but are hugely enjoyable to play, especially if you want to play a quick game or are learning the game. You also get a vastly clearer Order of Battle system that adds a lot of fun to the game. Plus you can easily start a campaign at any of the major turning points in WW2 such as Pearl Harbour or Operation Barbarossa.
And the other good thing is there are now several superb videos on the Paradox forum site that explain exactly how to play the game so you don't have to read the manual before you play. This is a godsend because, it has to be said, the in game tutorials are absolutely terrible and not worth bothering with at all. Watch the videos, then read the manual later. Don't bother with the tutorials.
Overall then it is a superb game, it is far more enjoyable than HOI2 is but it stays with what made that game so much fun and improves on it in every way. With the expansions, and especially the new expansion, the game has grown now into the game it always should have been. So there really is no need to keep off buying this masterpiece if you love WW2 strategy.