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I like playing as Flanders, Arles/Auvergne (tied) and Imperium Romanum. :) But I also like playing out east with the Indo-Greeks or with any of the Diadochi successor type rulers, but they are not my favourites.
 
Aqaba Republic is seriously one of my all-time favs...by default you're an unreformed pagan religion starting next to so so many holy sites (Judea, Medina, Mecca, Alexandria, etc) of other religions that you are destined to conquer = fun times ahead.

Alexandria or Cyrenaica are great picks

Obviously Athens or Sparta

Any of the Hittite religions

Bosphorus / Crimea

Nova Carthago or Valencia (Mithraic Spain OP)

Germanic pagans (one of the most brittle Empires)