Europa Universalis 4

Damn it's out already? I played the shite out of 3. Can I jump right in or are there a lot changes?

4 is much prettier than 3, but the gameplay of 3 is a bit more polished with all of the expansions. Of course, 4 already has most of the features of 3 and the expansions. 4 will definitely be the better game, it just needs a few tweaks at the moment.

If I was new to the series I'd probably get 3 and all expansions on sale for ~$10, but I'm a cheap bastard.

30 hours in. Which nation you're playing determines what you need to be doing.

I'm playing Castille, so I my early goals were to form Spain, get colonization going, and avoid getting stomped by the French.

I pushed Aragon out into the Mediterranean, have been colonizing down the coast of Africa, and have been warring with Portugal to try to keep them from colonizing in the Americas (I'm trying to colonize the entire east coast to block off other countries).

France was hated by everyone and had a huge coalition against them, and then somehow formed a Union with me and made ME bail them out of their war, which I was able to do because Austria (the leader of the coalition) was busy fighting off Hungary, Poland, and Croatia in a separate war at the same time. Now France is my bitch and helps me keep the Portuguese in check. It's fun.

If you need some good examples, look at some of the youtube guys doing Let's Plays. Marbozir is doing Poland, shenryyr2 is doing Aragon, quill18 is doing .. Spain? You should get an idea of what you can do from there.

ETA: I'm a bigger fan of the mechanics of 4 than 3, especially in regards to teching up and infamy/aggressive expansion. In 4, you can also do the National Ideas, so you really have to pick and choose between racing for tech, upgrading your stuff, and expanding through war (and the coring provinces, converting religions, and assimilating cultures too). Everything has its cost.