Hearts of Iron II is one of the best Grand Strategy games I have ever played. It's deep and detailed yet easy enough to learn. Keep in mind though, when I say easy, I mean easy for a Grand Strategy game, for the usual RTS player it still is quite a hill to climb.
The big strategic elements are well made and fulfilling with lots to do in building your country up, fine tuning your army and position it just so. The expansions add tons to that with an expanded diplomacy system and a espionage system both of which, although not as good as the actual warfare, works fairly well.
The tactical elements is where this game really shines. Spearheads, encirclements, it's all at your fingertips. Think you could have held off the German onslaught as France? Go do it.
The music is of the usual high Paradox quality and the sounds and graphics does what little is needed.
A great buy for any fan of Grand Strategy. A game that needs to be played.