One great thing about the TW series (not just Shogun) is different factions vary in difficutly inherently. I played basically all factions in Shogun - I'd say the hardest are Imagawa (split lands with no special units, at least Takeda has cavalry early on) and Shimazu (extremely poor lands). Easiest are definitely Hojo and Uesugi - wealthy and sheltered.

My favourite is Imagawa, not just because it's hard, but also because one of the generals (or was he a heir?) is Tokugawa Ieyasu - the REAL shogun :)