When I start in early I usually lose interest in the game (through my almost complete domination) around 1330-1350. To keep the pot of interest boiling longer I prefer to start in high. Besides, some factions are more challenging in high - the Eastern ones (Turks, Russians, Poland as they are under the imminent threat of the Horde), the Byz (because of the crippled initial position), the French (you have both to look after European affairs and keep a grip on the Outremer provinces which are constantly attacked by the muslim factions). Try one of them and you may find some headache to last you quite a time.
Usually, they aren't. But the Horde has to man the provinces it conquers, so by the time the nomads get as far west as Poland, Volynia, Moldova (sometimes Carpathia) their attacking impetus is normally spent and they can't throw in all of their forces in one concerted offensive. Then one can handle them more easily.
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