Saka have it relatively easy with regards to their military (early horsemen eat infantry for breakfast and can usually digest most other horsemen, late infantry just plain kick arse) but they have a horrible money situation. Sauros have a money problem too, but there is enough easy prey around to make up for it eventually. Sort of.
Hayasdan has an annoying position but they have better access to major bread-winners (Babylon, Pontic areas) and they also have horse archers.
Saba is the worst though. Their specialty is skirmishers and light troops (oh boy, that'll go far) and they get to be playmates with both of the regional superpowers (AS, PM) or just one ultra-powerful superpower, depending on how the game goes.