I recently got the Doomsday version. Very impressed with it, probably the most polished of all Paradox games. It's odd as I didn't like HOI1 at all, thought it was a complete mess trying to do WW2 on the EU engine. Anyway, for HOI2, this has all changed. Although not perfect, the land, sea and air elements are much better integrated. I'm not the uber-grognard type who cares about turret rotation speeds, but at the high level that this game is works, strategic combat feels so much better than any comparable game.
Are you thinking of getting the download version? I don't know if Doomsday is in the cheap sections of game stores yet (or even available at all), but the download is low-priced. If you like the demo, then I can totally recommend the full version. This game is as good gaming value for money as you'll ever get!
In terms of learning the game, it does have a lot of detail, but most is handled 'under the hood' and you don't really have to understand it at first. Russia is a good starting nation as you don't have to worry about navies and convoys, plus you have a huge army and an even bigger industrial base.
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Circular logic is correct because it is.