I'd recommend playing the Maks rather than Baktria. Baktria's got an awesome unit roster, the enemies you face are pretty varied, and they start out with great expansion prospects. But any war with the Saka or AS can just get exhausting after awhile, IMHO. Makedonia, on the other hand, starts out exciting with the whole "crisis of 272" thing, pretty fun way to open a campaign, and they stay interesting because you can drive into Anatolia and Italy, where the enemies are different and not pushovers but at the same time you don't have to fight exhausting HA battles or the full brunt of the Gray Death. And there's always the route north, too.