Well, I do consider Hai to be one of the hardest ones, but one campaign that looks hard in the start screen is probably the AS, they fight on way too many fronts.
The nomad factions are pie, once you get pass the economic crysis, you can pretty much chew everything in the game, I like Saka a lot, but all the blitzing is just not fun after some time.
I like the style of play of the "easier" factions like Casse and Lusotanna, as you can take your time and enjoy the game instead of just "ZOMG ATTACK FIVE TIMES PER TURN OR DIE!"