O.K, I found 2 of the suggested games with HUGE bundles of the DLC and sequels on steam.
http://store.steampowered.com/sub/1529/
http://store.steampowered.com/sub/6640/
Also, I agree with the person above, way too much micro-management in Hearts of Iron.
EDIT: I just found a demo for Company of Heroes, Downloading, get back in a bit.