I am very disappointed with EU:Rome.
Get EUIII with NA and IN - In Nomine, as JD said above, is really quite fun. The only problem is that I never can keep at one nation for the duration, I get to impatient. I got to 1497 as Spain (well, as Castile who destroyed Aragon to form Spain) but I am losing money hand-over-fist and my inflation is a sinking ship. I have nice colonies, but they sure cost. I'm thinking about starting in 1508 with either France or Austria (the Holy Roman Empire is tons of fun) or I might go for a challenge and begin in the Eighty Years War scenario as the Netherlands (fighting those dominating Spainards). I find that the UK offers a nice balance between global ambition and managability, but you will have an early battle against the Scots and the Irish.
"Neca eos omnes. Deus suos agnoscet!"
(Kill them all. God will know his own.)
-- Arnaud-Armaury, the Albigensian Crusade