The best mod for HOI2 is The Stony Road IMO, Arsenal of Democracy was a little dissapontment.
http://www.stonyroad.de/
HOI3 needs modding, i cant play it as it is.
Paradox bought AGEOD and their games are interesting, ive only played ACW but im going to try BoA2: Wars in America and Rise of Prussia. The others i think have only scenarios and i only play Grand Campaigns.
http://shopus.ageod.com/video-games-History.html