Anywhere to the east. Most of Russia and the Arab world (particularly around Egypt) are horrible. This is true of all campaigns where they're included (grand campaign, crusades, teutonic). It takes ages and ages to get to any action, and I quickly tire of having to use a force of troops to sweep through them all if they're rebel (or even if they belong to a foreigner, since they gain very little from owning them).
In the Americas campaign, don't even get me started on the North. Especially with that horrible bug that means you can only set one turn's movement at a time rather than clicking on the final destination and letting the agent/general make his way there unaided...bloody infuriating.
But yes. Essentially, anywhere east of Byzantium is horrible in terms of distance to the nearest other settlement. And I hate it. :p
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