I would also suggest you try to attack the Sauromatae - like said beware! These horsemen aet Germans for breakfest ...

If you choose this path then heres some advice: bring as many man you can - expect few to return. NEVER fight them in the Open - never attack them if they have cavalry in the army. If you must fight in the open then on defensive and get to the highest hill in sight nad pray to the gods that you have enough arrows for your archer and enough men to withstand the onslaught.

If you fight in towns send some arrow-fodder ahead - nomadic towns are built around hills - this gives extra range for there archers.

The best would be if you could get some slingers to kill the heavy cavalry. A good move would be to take the Krim (with a type 4 goverment you can get hellenic slingers and Bosphorian heavy archers there - a must have if you intend to fight the Nomads).

Invading Britain has also been mentioned - I would try that with the Sweboz aswell. Good luck to it.

About wanting to kill romans - remember patience is the mark of a great Warlord. If you have the steppes you will be able to train Sarmatian Nobel Horse archers - us them aswell... few things Kill romans better then them (insert evil laugh).