I heard about the Hearts of Iron series on youtube. It was a video of HOI 3 gameplay, and it looked just like a game that would suit me. After trying out the demo, I understood that my laptop (once again) couldn't run it well even on lowest settings. Then I decided that the prequel, Hearts of Iron II, would be as great as the one I saw a video about. The game turned out to be amazing!
In HOI 2 the player is able to take control of any nation that existed in the beginning of a year on which the game starts. The starting years are 1936, 1938, 1939, 1941 and 1944. I prefer to start from the very beginning (so 1936), because this way I have the biggest possibility of changing the history. Yes, the game gives the player an ability to develop alternative history - a country that was annexed could stay independent, or an aggressor could easily be stopped even before anything happens. Of course there are many more possibilities to change the fate of a nation, but I won't bring out all of those (there are just too many of them). Another type of gameplay is to choose one of several world events/operations and finishing them in time. For example there is the chance to play through the Spanish civil war, the invasion of Czechoslovakia, France, Poland etc. The goal is to finish the mission in time and achieve victory. I personally didn't play through the events that much, because it's quite hard and they are too short for me.
As I stated earlier, there is a chance to play for EVERY country that existed on the given year. Not just country - Nationalist and Republican Spain, Nationalist and Communist China. Even though a player can choose very small nations, it usually isn't advised to do so. A small country doesn't have many provinces and because of that it's almost impossible to develop any new technologies or build an appropriate army. Industry is also slow and weak, so if the country is historically annexed by some other country, then the chance of successful defence is very very small. Therefore, new and less experienced players are advised to choose a historically stron country, even better - a super-power. This way there is the possibility of everything - from conquering the world to simply protecting your neighbours. It's possible to avoid the World War II at all, by doing a coup d'etat in Germany. As Soviet Union I managed to create a huge alliance of couped nations - whole Europe, Asia and Africa was allied. It was quite fun, but also very time consuming.
Another option of a nation is the useful tool by Paradox. It allows a player to transfer saved games from one game to another. For example a player can start from the first game, Crusader Kings, finish it by getting to the end point, then use the tool to convert the save game into Europa Universalis save and continue playing as the same country! I've heard from some people that they managed to take a country, which in reality disappeared during Crusader Kings time period, to the period of HOI 2. Another person managed to turn Albania into a super-power (I also tried to do that, but failed). Overall the save game converter is very useful and allows even bigger changes of history in the game.
If you don't have much time to devote to a single game, then Hearts of Iron II is probably not for you. It requires time to develop a country and the time doesn't pass that fast in the game. The game is suited for people who like strategic games, and it's more similar to a turn-based game in my opinion. HOI 2 makes the player think through the actions he does and what those actions will result. Overall Hearts of Iron II is a strategical masterpiece from Paradox, and the bad graphics don't make it worse.