It's not quite perma-death, but I'll do Ironman mode in Crusader Kings 2 and Europa Univeralis IV. It adds a sense of urgency and consideration to actions that helps to increase the immersion for me.
I only even play Paradox games with friends, meaning that loading an old save is never really an option, which is as it should be in my opinion.
 
				
		 
			 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		 
 
		
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