For some reason I usually always head east whenever I play the Hellenic factions based in Greece (KH, Mak, Epirus).

Generally this is to let the Romani get the March of Time off (though I cant remember if Epirus get anything for that) and also because I like to fight the Romani later on when they can give you a good fight, Its nice to fight them when they get the Polybian reform.

If I do go Eastwards I sometimes still take Taras (if you lost it) and Rhegium, though later in the campaign, both are in good positions for trade and Rhegium has mines. I also usually take Siciliy and try and get ceasefires with Romani and Carthage after. When conquering the East I take all of modern Turkey and down into the Syria and then on to Egypt, makes for a very nice Empire with great trade. Plus that way you get some epic alliances against you, say Egypt + Selukia + Pontos, which makes the game quite challenging if you can only support 2 or so proper field armies.

Anyways, have fun and good luck.