EU2 is a lot harder when you play as a single province nation with strong neighbors, preferably a vassal of someone too. And a lot more fun.
Although I always was ticked off when my friendly neighbors would have 50 troops in one province and, adjacently, rebels in one next to my newly conquered highly rebellious province, and then them letting the rebels take over before reacting and the rebels pouring over the border. But it was a good game, nonetheless, nay, a great game.