Only faction I ever had trouble with was Hayasdan, but then again I tried them out when I just started playing EB.

Never had trouble with any of the nomadic factions.

KH may be a little difficult to some people, but just recruit a bunch of hoplites in Athens at the beginning. If the Makedonians try to take it, they'll get tons of deaths, or I'll just win if they wait too long. I can take it back easily in a few turns if I do lose it.

I need to try Saba though. People say it's hard, which I like in this game.