If by finishing a campaign you mean completing the victory conditions, then yes, many people have, myself included (Getai 1.2). If you mean by going to 14 AD... not many people see the point in campaigning that far.
The EB Team recommends that you play at Very Hard campaign difficulty, Medium battle difficulty. If you feel a strong urge to change the difficulty mid-way through a campaign, then try RomeSage. Don't forget to make a backup of your savegame.
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