Try switching country every 10-100 years and try to stop your previous nation.
What for? States handle all the same as I said. It's only about dealing with initial mess (like Russia allying with England in 1450s). I like to have sense of continuity, switching states every few decades is just changing paint color.
I played EU2 only a couple of times (interface always made me sickIf only cores still worked like in EUII... But you can't even mod it.