A few good starts -
Egypt - large, no one will mess with you, solid economy, largest cultures already integrated...just don’t think a war to defend your one province in Greece will be easy!
Bactria - large, rare trade goods (silk, gems), vassal of Seleukid empire (which means civil wars are disabled!) but it is easy to break away from them, have Persian ideas already unlocked so tons of cavalry buffs.
Rome - easiest at the start as have 4 vassals, a bonus to levy size and a very, very productive population...but you will be hated by everyone.
Kush - Homogenous nation so no negatives from culture or religion at the start. East to defend as your kingdom is just the Nile. Can easily expand north if you wait for Egypt to attack Antigonids/Seleukids.
Armenia - large, economy is decent but population density is generally quite low. Atropatene next door can be killed in one war for 400 more pops, but Seleucid s will attack if not careful...also Armenia has a religion (Khaldic) that only appears in Armenia, so if you want a bit more of a challenge, give them a go! Also they have great cavalry
Techs - if a large nation, I would grab the first oratory tech that makes characters +2 happiness with you, and then throw all the rest in to the religious tree going down the left to make cultures happier, and focus on religious until you get down to the ones that speed up conversion (there is also a juicy buff of 2.5% levy size too!!)
If a small nation that needs to win wars very quickly (Sparta, Epirus...), put all techs in siege...all of them. You need to siege fast to avoid being steamrolled.