uat2d's Connacht game is totally impressive. But even so, I'm pretty happy with the progress in my current game, as what is now the Western Roman Empire.
Went for Italy first, of course. Then, in the late 1490's, there was a crusade against the Mamluks, and I managed to swipe Alexandria and a few other provinces. Expansion came gradually thereafter, slowed by England starting three wars in Italy before I finally took Treviso from them and reclaimed Verona. Took forever to build up a navy large enough to land troops and convince them to concede land.
The last 10-15 years have consisted of three crusades against the Ottomans to claim a land route to Egypt, which increased income by 350 ducats/year - yay no more distant overseas! This was helped by a late-1540's war against Karaman, which continued until they ceded both Aleppo, and, crucially, Thrace. Thrace is a fantastic base from which to attack the Ottomans. Station 40,000+ troops there, have land tech 18 while the Ottomans don't, accept some attrition, and the Ottoman troops are toast. The importance of land tech 18 I learned well from some humiliating wars in my first, Burgundian game.
France hates me, and I'm scared of them, but they seem to be a peaceful hater. They do, however, have the Byzantines in a personal union. Portugal moved their capital to Central America quite awhile ago. Novgorod was the strongest Russian power but has struggled for the past 75 years, leading to Ryazan's ascendence. Sweden can form Scandinavia in about 40 years, barring any setbacks, and is well on the way to making the Baltic their oyster. Holland is the odd power in Archangelsk, and is also colonizing Greenland and northern Canada. The Palatinate has been Emperor for generations, though the Empire was weakened by two forced imperial repeals while Brandenburg was Emperor, and now has only two reforms.
And my sole non-Italian ally - my erstwhile ally the Eastern Romans being in a PU - is Ireland. England went Catholic->Reformed->Collapsed->Catholic after I retook Treviso, with Scotland (later taken over by Sweden, who lost most of the land to England) and Ireland escaping. Ireland isn't powerful, but I hope they colonize, and they're a good base from which to eventually attack England.
I think I'll take this Empire over having England in a PU

. And for the record, I will not be forming Italy. Annexing Tuscany, probably. But not forming Italy. The Roman Empire is simply a renamed Mantua.