If you're more about goals than points, the Paradox Interactive-developed grand strategy games would be up your alley. They're all very deep and based on the same engine, but each game has its own "theme".
Europa Universalis III is probably the most well-rounded and most-liked Paradox game. It's an overall country simulator that takes place from 1400(?) to 1800ish. While the game gives you intermediate goals (send ships to the new world, annex so and so), the goals of the game are completely up to you. Taking over the entire world isn't very feasible but you can choose to, say, conquer the entire Iberian peninsula. Note that if you go with EUIII you want "Chronicles", not "Complete". Complete is not complete as more expansions came out after it was created.
The other games have their own themes. Victoria II is a victorian-age game that's mainly concerned with its simulation of the world economy. Hearts of Iron III is a WWII simulation. Crusader Kings II is a dynasty simulator in which the interpersonal relationships of your heirs and various court members are the main point of the game. Lots of scheming. Sengoku is the only one I don't have, but it's been described as being closer to CKII. Personally Victoria has always been my favorite, but it's something of the red-headed step child in the series. In any of the games, you should warm up to the notion that sometimes you don't need to be doing anything, and letting some time pass is the best way to progress.