I am really looking for the effects if Germany/Italy/Austria/Ottmans/Russian still were ruled by kings as the world entered the 20th century, and there was no major shift to Democracy(and facism and communism). This could also be achieved by a smaller WW1, or a CP victory scenario. This stems from the idea that WW1 was the start of the bloodest century in human history. If there is no communist revolution and bad WW1 to lead to a WW2, I think we would of had a less bloody century. Is this true?
Nothing in life is inevitable. WW1 could have been avoided....though given the personalities involved, this is hard to see now.
Germany: Germany would have continued to have been ruled by the Hohezollerns and would have evolved into a federal constitutional monarchy - very similar to present day Canada.
The political left was actually on the rise in pre-1914 Germany, they were early adopters of things like old age pensions.
Pre-WW1 Germany was considered a cultural and scientific leader and this would have continued.
"Kaiser Bill" would probably still have pissed the rest of the world off and may have gotten Germany involved in a war with someone but the odds are at least even it would not have been a global conflict.
Italy: Italy may or may not have avoided a fascist revolution. Remember, they were on the winning side and the fascists took power during a period of relative global prosperity. So I think Mussolini would probably have still popped up even in a non-WW1 world. Of all the countries you mention, I think Italy would be the least changed. They probably would still have fought a war against Austria.
Austria: the Hapsburg empire was done, war or not. Eventually there would have been a war in the Balkans and/or a political disintegration of the empire. Serbia, Romania would both have been enlarged at the empire's expense. Hungary would have split off and simply been a larger, more powerful version of its present day self with some subject minorities....very similar to its historical past.
Austria itself might exist as an independent country as we know it today, or it might end up in Anschluss with Germany...the final act of German unification that started with the Austrian defeat by Prussia in 1866. (In this case, war with Italy obviously would probably not have happened - or perhaps defeat at the hands of Fascist Italy might have been the final straw).
No matter how any of the scenarios played out, there would have been minor, almost continual wars in the Balkans just as there were in the 19th century and just as there have been in the 20th.
Ottoman - the Ottoman Empire was also done. It was an extremely sick and rickety institution. Possibly a coup or maybe a war with either Russia or the minor Balkan countries, or maybe even Fascist Italy, would have finished her off.
Russia - probably would have still experienced upheaval and revolution. The tsar and feudalism had to go. But, without Lenin in the picture (he would be stuck in Switzerland in exile without WW1) ANY possible outcome would have been better than what we got (communism). The Soviet Union, IMO, was pretty much the worst case scenario.
Without WW1, both the "Roaring Twenties" and the Depression would have been much less significant. I think there still would have been a serious economic downturn sometime in the 20's or 30's.
There would still have been wars and disasters. But without WW1 there would not have been either communism or the nazis (two sides of the same coin of evil).
There would have been no holocaust, therefore probably no Israel, and possibly as a result less strife in the Middle East today. (The Arab countries would probably have found something else to fight about, though, and the conflict over oil in a world where colonialism lived on would drive conflict in that part of the world).
There would never have been a cold war...though possibly things like the race to the moon would have taken the form of a race among multiple powers. I could see Germany being a participant in such a race, along with the US, Russia, France, Britain, Japan and probably a farcical effort by Mussolini's Italy (which would not come close to succeeding).
Nuclear technology would have been developed outside of a wartime setting, maybe in Germany instead of the United States (or maybe both at the same time). It's possible a treaty banning the use of nuclear weapons may have been signed.
The British Empire would have lived on, which would have been both good and bad. It might impede positive progress in some ways and would probably have lead to much more serious warfare in India (even compared to what actually happened)....but OTOH it would have prevented a number of disasters that actually did happen in ex-British colonies (most notably, I think, in Africa).