Personally, Epeiros is my favorite. Plenty of epic battles and fast expansion at the beginning, Phryrus as your king, elephants of course, and a nice Thracian AOR (Although Makedonia has that too, I think?) as well as an excellent starting location that provides for an interesting campaign. They also have more leeway on where you can go next, especially with regards to going west. (If I recall correctly, Makedonia needs to leave Rome alive so they can get March of Time?)

It's an excellent campaign, especially for one who likes to blitz. Elephants are fun, you can fight a large variety of enemies (Makedonian phalanxes, Konion Hellion's hoplites, Arche Seleukeia's Greco-Persian AI spam, the various "barbarian" units of the Thracian rebels and the Aedui of northern Italy, and of course Rome and its armies.) as you fulfill your reasonable victory conditions. Plenty of room for diplomacy, too, you do not HAVE to kill everyone in your way.