Sorry for such a broad question, but why didn't they? I would imagine many of the not-so technologically advanced muslims and such to the east would be easier to conquer rather than the technologically advanced and strong nations in Europe - such as the balkans area.
I can't go into much detail here, but I do know the idea of Eastern nations being 'easier to conquer' is flawed.
Throughout most of the empire's heyday there was a strong Persia standing in the way.
Around the time the Empire was preparing to take Constantinople, Tamerlane was expanding his empire in Central Asia. Sultan Bayezid I was captured by the Timurids, prompting an Ottoman Civil War between his sons. http://en.wikipedia.org/wiki/Ottoman_Interregnum
The Timurid Dynasty was replaced by the Safavid dynasty. Although not as warlike as the Timurids, the Safavids ran a stable, sustainable empire that held the Ottomans at bay at the height of their power.