Making history, I played, but it didn't leave an impression. I'm still willing to look into the sequel coming up next month.
As for Hearts of Iron: Hearts of Iron 2 was a solid game, definitely a more long-term and slower game where you need to spend a lot of time planning. It's a great game, if you don't mind this. Arsenal of Diplomacy is a remake of Hearts of Iron 2 that just recently came out, and is a better game in all areas where it isn't identical. I'd suggest it even more.
Hearts of Iron 3, which was release last year, is hit and miss. Where it hits, it hits hard: I enjoy the fact that, while the game wants to follow history, you have the power to nudge it off-track. As Germany, I worked hard and early to bring non-tradition states into the Axis; Poland, South Africa, Nationalist Spain, in an effort to see how far diplomacy could take me. Needless to say, certain nations still decided I was not to be trusted, but I wonder if I could had turned them around if I had lobbied harder? The research aspect, I think, is improved over HoI 2, and I like as well the balancing of peace-time and war-time powers.
However, even with a half dozen major patches the game is still wracked with bugs. While most of the game breakers are gone, there are still some AI issues (constant suicidal amphibious assaults without capital or air support,) and mechanics issues (The supply system has never worked, making extended borders a burden in many cases, and making any sort of beachhead or foreign stronghold near impossible to command.)
I still like it, and I recommend keeping an eye on it for future updates, but it would be slightly misleading for me to suggest it to others at this time. I don't regret buying it, but my standards and my tolerance for pain differ from most others.