Edit to this -
I had a long post here but I'll shorten it. I just started a new campaign as KH (i know, i start a new one every few days and never finish it) and migrated to Masillia. I ended up 80k in debt by the time i got there and use the auto_win cheat to take Sagesta and Emporion and build up a couple of things so i could get an income, but once you do it's a lot of fun.
You're in a very good position for trade with Carthage, Averni, Aedui and Rome, and all of your cities have ports practically right next to each other so land and sea trade is fantastic.
The best part i think though is the recruitment in Masillia. You can put in a type 2 government there and you can recruit celto-hellenic infantry, Masillian hoplites, Thureophoroi and Thorakitai. Cavalry recruitment is limited to Greek cavalry unfortunately so your cavalry will always be limited to medium cavalry as the absolute best, unless you go shopping further east for some heavy stuff.
I'd go with Masillia or Syracuse, but there's no reason why you can't go for Masillia and then conquer Syracuse and make it a type 4, that would be a lot of fun too.
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