If you're new to the world of grand strategy games having picked up the gateway drug that is Crusader Kings II, may I suggest you look into this, Paradox's big follow-up game, Europa Universalis IV.
It's lacking in Crusader King II's intimacy, but shifts its weight by letting you control just about any faction of people on Earth during 300 years of global expansion and colonisation. Which, yes, is as grand as grand strategy gets.
This new trailer accompanies the announcement that the game's due worldwide on August 13. Can't wait.