Fenixp: (and ... well prepare to give up real life. All of it.)
Which is the reason why I stopped after X2 (I still own all the games on Steam). I didn't have any more to give.
As for OP, I also don't have any experience with EVE, but from what I heard about the ability of players to control the world around them (and destroy it if you're a donkey), the X series is what you're looking for. At one point, I tried out different paths, used different mods and not once did I get the same experience or got bored doing things. I'd personally recommend you do NOT take the merchant route. Sure, once you set up your first factory complex you'll be more or less swimming in credits, but up to that point things can be rather
uninteresting. I find that buying police licences or finding easy kill&good payout missions to be an excellent way of getting your basic money supply to expand your fledgling empire (just stay on the right side of the law. The police in the X universe is very effective, especially when you only own a fighter).