Hi all, been lurking around ever since .7x series, and finally got an account here, to share a few tips...

In my campaign as Baktria, I found out my half stack of "Bactrioi Hippotoxotai" coupled with one unit of "Hellenikoi Kataphractoi" and a few units of "Prodromoi" wiped the floor out of the Saka and Pahlava (in their own turf, I mean fighting in the steppes). My own horsearchers could defeat theirs (superior armor) and my Kataphractoi would defeat theirs since most of the times they tried to chase down my horsearchers (unsuccessfully) and they would be exhausted by the time I sent my own Kataphracts in. Prodromoi would then charge from behind and put them to rout. Keep some skirmishers around for garrison duty if you want to keep their "cities".
Defend your own cities with some good archers such as persian archers or persian archer-spearmen, perhaps a few slingers, and a unit or two of "Pandotapoi Phalangitai", while your half stack of horsemen is away. Build your pop growth buildings first, and also build mines (essential to support a half stack of horses).
Keep peace for as long as possible with the Arche Seleukeia, since they have endless gold coffers, and will win a war of attrition against you. When you're ready to attack, blitz them a bit and grab all their eastern possessions (East of Persepolis, or perhaps grab Persepolis and the surrounding cities as well). Most of them have mines, which is always nice, and while you've been at peace, the AS might have developed those for you!
Ok, too much Baktria for today...
As a general rule, try to keep a spy or two in your outlying cities, since they prevent the AI from sending spies which cause unrest (or at least your spies might expel any present enemy spy), which might cause rebellion if you're not careful. Also, I would recommend to choose some cities as Production & Cultural centers, and others (near the frontline) as Troop production centers. Set low taxes to all Towns, normal to Minor Cities, and very high taxes to >Large cities. Good FM should govern cities, and cities with FM almost always grow faster than those without one. Bad FM can die impaled in enemy spears, or in a boat to pirate land, they're also useful as heavy cavalry... I used to roleplay test them, the initially bad FMs would fight against great odds, and if they survived they would prove themselves and eventually became good.
just my two cents...