A great question and much has been written about it here on the forum. I will include a link to the Konny's famous Romani Unit Guide below. Which also has AOR maps and government level suggestions for conquered territories.Or should I hold off on Sicily for now and go for Greece? That's another option.
My own two cents... take Sicilia. Carthage will declare war, but the dumb AI hasn't figured out how to load armies onto ships and land them, so you only have to defeat the Carthagian forces on Sicily. Carthage will not launch a counter attack.
Without the Polybian Reforms, I think you will find Greece Proper a hard nut to crack.
Regardless, let us know what you decide and how that goes. Welcome to EB!
https://forums.totalwar.org/vb/showthread.php?t=93896
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