For those of you who have played through one or more of the paradox style of strategy game, who do you normally pick to play as first? You might have different answers depending on which game we're talking about, so if you want to break them out I'd be interested in seeing them. 
 
For me it's been this: 
 
Europa Universalis (2,3) : I usually play as Castille and start at the beginning of the grand campaign. 
Hearts of Iron: I usually pick  Britain. I blame the old flight sims for this. =) 
Victoria: Again... I usually pick Castille, but I've decided to stick with the tutorial suggestion of Belgium for a first run this time. 

In my first game, i picked prussia. It seemed like the most interesting at the time with the whole "unification of germany" thing but once i did unite germany, i lost interest. As cool an idea the sphere of influence system is, its pretty boring jumping from country to country trying to out bid other major powers for control over smaller nations. I think they should make it more difficult to remove a country from a powers sphere of influence to cut down on the micro management. 
 
Im thinking about starting a game as belgium and try to take over the neatherlands/luxemburg, then take on the smaller german states once i gain some industrial power. though i dont know how i would deal with prussia and austria once i started gobbling up all the german states. 
 
 
Im also looking for a reason to liberate Ireland but i have no idea how i would go about doing that.

Me? first para game ever. I played multiple games with different states and am hating infamy