The only one I've played is England, I'm still on my first game, apparently attempting to conquer Europe from 1066 - the 17th century takes a long time. Taking opinions for my next game :D
England and the Byzantines are the two easiest. So if you liked the level of difficulty, but just want a change of pace with the units, you could try out the Byzantines. Egypt is also pretty easy because they have no enemies anywhere nearby. If you want something more challenging, you could possibly try out the HRE. They start out strong, but will be at war with half of Europe after not too long. The Turks are also pretty challenging once the Mongols come around.
My favorite factions to play as are probably France and Venice.
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I had a lot of fun, and conquered the entire map, playing as Denmark. They have great infantry. Their biggest weakness is probably that they don't have any really good missile cavalry, though.
During my Denmark campaign, I took out every single faction except for the Turks and Egypt, which got taken out by the Byzantine Empire and the Mongols, respectively. I even destroyed the Papal States by conquering the whole map, and then just killing the Pope over and over until there were no more Catholic priests left.
Spain, Egypt and the Turks are my favourites.
Currently playing with Hungary and must say it is an interesting campaign.
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Most powerful roster (imho) is France...with Scots Gaurd, Aventuriers, Lancers and French Mounted Archers, they're pretty awesome. But it takes a while to get to where you can recruit those great units (Huge cities and Citadels).
My personal favorite (played three campaigns) is Turks. They have a great all-around roster, best Muskateers in the game, great archers, decent heavy cav, great ranged cav, and of course, Naffatuns (my favorite unit in the game, and arguably the single best...plus the most hilarious to watch in action). You have to deal with some tough opposition in the beginning (Byzantium and Egypt), as well as the Mongols and Timurids later on (Turks are most likely to engage either of those invaders first, but they have the best roster of any faction for going toe-to-toe with them). PLUS you'll probably be dealing with multiple Crusades through out the game, if you take Antioch, Jerusalem, and Constantinople (the three most likely Crusade targets, ime).
But they're a blast. Challenging thru most of the campaign, great units, and again, I absolutely love my Naffatuns.
Spain because it has a great unit of roster and a good starting position.
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Venice is fun to play. Great economy, centrally located, lots of diplomatic potential. None of their units are godly, but all (including city units) are capable and useful in a combined-arms army.
At present, I think I agree with Spain. A short war to conquer the Moorish territories in Iberia funds the ability to unify the Iberian Peninsula in a single turn of sieging Portugal's cities. If they manage to take one of the French territories, you could have a boat on standby so that there's plenty of time to annihilate them before the Pope gets too angry. The boats can be a bit of a risk though if you don't manage to take them out in time. If you have to cease aggressions, Portugal won't be able to do much in their recently conquered rebel territory without a viable means of income aside from possibly attacking your boats. Thanks to your priests though, Papal standing can stay quite high.
That's actually one of the largest reasons I like playing as Spain. The political religious aspect of the game can be really fun when you know how to pull the right strings and manipulate enough favor. Having multiple priests traveling into <30% devout areas, possibly as low as 0%, allows you to have some of the most well-trained priests in the game. It doesn't take long at all for you to end up with multiple seats in the College of Cardinals. By continuously voting in people *other* than your own guys, you can keep relations with key factions at high levels while also maintaining good favor with the Papacy. Portugal also starts with this advantage, but once you kill them off (bye-bye Portuguese cardinal) and possibly send a well-trained Assassin unit to hopefully knock out some other cardinals in Western Europe with a little luck, you'll likely have over half of the seats in the college before the 20th turn mark. By the time France comes knocking and inevitably breaks their Alliance, you can have at least one nearby ally on their opposite side to keep their armies on two different fronts while they teeter on excommunication.
Mid-game has the classic Mediterranean domination scenario and you end up looking like an extended Roman Empire by the time you meet the long-term victory conditions. Late game against the Timurids could have some problems, but the Mongols aren't as much of a problem by the time they spread themselves out a little. With Spain, you've basically won the game by the time you conquer Africa, the Iberian Peninsula, and start working your way toward Latium. The rest of the game is just a formality while you color the map yellow and red. Honestly, the same could probably be said just upon conquering the Peninsula itself, but we'll pretend that there's half a chance that everyone could competently gang up on you at once.
Aside from Spain, my second favorite is probably Egypt. There's just a lot of nostalgia there from other games.
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