In my current England campaign, after wrapping up the conquest of Scotland and Ireland and spamming merchants everywhere, I targeted the Danish next. The computer very rarely, if ever, bothers going for Sweden or Noway, making Denmark the hardest to hold - and with a fort on the land connection to the HRE, not very. Sweden and Norway can turn over quite a bit of money when populated and upgraded - 2-3k a turn, and only need your free upkeep troops to garrison.

It's a lot easier than trying to get a better foothold in France. I sold Caen to France for an Alliance also - One thats held because I gave my other French town to the Pope. Also went on Crusades, so thanks to the French alliance and my masses of Bishops in the college of cardinals, the occasional attack I get from the HRE or Poland towards Denmark get them excommed, keeping things easy at home to concentrade on Antioch, Damascus and Jerusalem.

I much prefer playing Turtle. Feels more real.