Just bought For the Glory from Paradox Interactive.
Paradox Interactive makes a series of historical simulations for different time periods. They have a variety of titles using different game engine the heart of their line is a series of games where you play a country and lead throughout a specific time periods. These games are
Crusader Kings for the Middle Ages
While there are countries the focus is on heading up a dynasty. Play consist of country management AND managing your family. Where the two meet is the creation and granting of noble titles.
Europa Universalis between roughly 1453 to 1820.
This is strictly focused on country management. Much of the Game revolves around exploring the new world (from your country's point of view) as well as managing your economy and fighting wars.
Victoria between 1820 and 1936
This is about managing countries and guiding them through industralization. While wars and exploration are still important the emphasis is on economics. There is an abstract factory system that allows you to customize the focus of your economy.
Heart of Iron between 1936 to 1963
This is focuses on World War II and the technological race that was a part of it. Of all the titles in the line this focuses the most on war.
In the last couple of year Paradox has switched game engines for this line. The new engine is 3D and much more flexible and allows for more options. In addition they added Europa Universalis Rome which covers roughly from 500 BC to 500 AD.
My personal recommendation is the older series represented by Crusader King, Europa Universalis II, Victoria, and Hearts of Iron II. To me it is the right level of complexity vs playability vs game speed. It's 3D successor suffer from the more is good syndrome and has performance issues they are still working through particularity Hearts of Iron III.
However the problems are matter of inches not miles so you won't go wrong with either choice. The nice thing that Paradox did was release the game engine for their older line for an inexpensive license. This allow groups of fans to continue development of these titles rather the relegating them to the dustbin. For the Glory is a development of EU II and Arsenal of Democracy continues HoI 2
The hallmark of these titles is there ability to play any country you choose. Although some can be very difficult like Luxembourg in Hearts of Iron.
What makes these games great for roleplaying is that they act as big what if generators. You can start at various time periods and play out a different history recording things as they go along. If I had the time I would try to get one of the Paradox license and modify Crusaders Kings into a moddable engine with utilities to simplify world and scenario generation. You can then setup your campaign world and run it for a hundred years or so. Then you will have all the detail you will ever need for the political and dynastic side of things. (sigh)
Still for historical based campaign these games are a great resource. Plus if you buy them at Gamer's Gate they don't come with ornous DRM. In fact the older games can be just copied over which makes it great when you get a new computer. My Paradox games were the first to get running after my crash in December
I know these type of games are not for everybody but if you are a fan of Civilization, and the like you should check out Paradox's Titles.
Finally a heads up for Mount & Blade. While not related to the above games it is first person view of Medieval Combat. This title is also available through Paradox Interactive.