When I play as Germany I take the perspective of the Commanding General(s). I pretend to leave the decisions on who to go to war with to the politicians.
Then I as the Commanding General have to make the best of a none-ideal situation. This gives playing Germany a greater challenge. I often enjoy 1944 type scenarios. The Allies have (or are about to) landed, Africa is lost, Italy has left the Axis, and the German Army is in retreat in Russia.
Like I said, making the best out of a bad military situation. For me this is much more fun and challenging than to see how quickly and efficiently Germany can "conquer the world".
It also usually means I lose, but it still a lot of fun. Something about fighting to the bitter end I guess.
But that is just me.