Without the DLC I give Hearts of Iron III a 9/10. With the main DLCs, 3 DLCs if I remember correctly, I give the game a 10/10. I bought this game at launch and wasn't disappointed and later bought the base game again with all the DLC on sale.
Normal difficulty is good for your first play through as you'll learn the basics and steam-roll other countries with an odd challenge here and there. Eventually you owe it to yourself to try the hardest difficulty, very hard. While playing on VH you will discover all the hidden nuancences of the game which you will need to successfully manipulate to do well with the game. The game is not cheap on VH, but it provides a challenge.
Even after 100 hours with the game I still learned new things, for example, the not so obvious way to use submarines effectively. At the 100 hour plus mark, how to use your bombers and fighters effectively, supply lines and suppressing rebellions.
The graphics hold up well because the game was never about fancy for its time graphics which eventually become dated. Hearts of Iron III is best, imo, played with counters and they are minimalistic yet tolerable, pleasing to the eye.
Hearts of Iron III has a lot of detail. For example, you can research tech--ship engines, armor, and other minor upgrades--up to 12 levels I believe, not sure what you start with maybe a 1-3. Your old ships will not get upgraded ship engines and armor only minor upgrades like sonar or AA. Your newly built ships will have better engines if you opt to select that in production and be able to go faster and further. Ships take a year or longer to build as Germany anyway so don't expect a spam fest. Tech also improves your airplanes, tanks, infantry, doctrines, etc.
You can build light tanks, medium tanks, heavy tanks, and super heavy tanks among other things, like AA, artillery, engineers, different types of airplanes, etc. which are presented as counters (I don't use sprites.) You can click a unit (brigade) and see a small picture of actual military hardware and the unit's stats. Pictures are also in the production, a nice touch but nothing major to get excited about.
It is fun that you can play the game different ways, as the game actually has different ways of accompanying your different tactics and play styles. For instance, HQs in battle will always have its leader take charge of the battle so you can put military units in your HQ and send it into battle, or you can opt to keep your HQs away from battle. It is fun to let your generals you care about fight in divisions and once they reach a skill of 6 or higher, which they do earlier if the general is in actual combat, promote them to 3 star HQs or 4 star Army HQs. The manual also has some tips which I often refer back to, especially to do with the command hierarchy bonuses.
I enjoy the back and forth battle over provinces as more military gets sent into the province to try and win. Getting updates that the enemy lost 2300 men while you only lost 700 at the end of a battle also gives a good feeling.
The statistics screens are also pretty good with supply map filters, a day and night screen, keeping track of your units screens, command hierarchy screens etc.
I remember HOI III at launch had slow-down issues but the recent patch, I think 1.04 fixed those. Also Their Finest Hour use to crash on me, but if you search the Steam forums there was a fix that fixed it completely for me.
Hearts of Iron III delivers good bang for your dollar, making it currently my favorite game. I have put 5 campaigns and 130 hours into just playing one country, so I still have a bunch of other countries to play as. If you are looking for a shallow game with fancy graphics and aren't willing to give a deep strategy game a chance you might want to look elsewhere. If you appreciate a deep strategy game that will take up some of your free time and challenge you on VH in an entertaining not annoying way then this game could be for you.