JinseiNGC224: While I'd rather purchase this series on GOG, I don't know if it will be here in the near, or distant future, despite research telling me the series is DRM free. With this as a reality, I'm tempted to invest money in it. Should I start with Europa 1, or should I just wait for 4? I hear there's some activation requirements though. Not sure to what extent this goes with this series, or any game from this developer.
Don't start with 1, it was made obsolete as soon as 2 was released. 2 has everything that 1 has, and plenty more. 3 is different enough from 2 to make both worth owning, though after the slew of expansions that 3 got, I do find it to be the far superior game. 3 can also be found for a relatively low price, with all the expansions for a low price these days (note that Europa Universalis 3 complete is not the complete version, Chronicles is).
Don't bother with playing the Paradox games in order (as in EU1 followed by EU2), instead play the version that you think look the best first.
As for DRM, I guess the digital versions of EU 1 & 2 are DRM free. EU 3 is DRM free even if you buy it on Steam.
I would recommend either buying 3 (look around, you should be able to find it for a low price. Also, it was featured in a bundle, so as long as you are willing to use Steam, you'll probably be able to find someone who has a spare key), or waiting for 4, depending on how impatient you are, and if you are willing to pay full price for a game.