Which faction provides the biggest test?

[ReluctantSamurai]

So already I have been thinking of heading North at the start as Parthia

What in the blazes for There's nothing up there but long stretches of open steppe, brigands, and really poor cities...

You should abandon Sakae immediately (put them into the single bireme that you own and will ever need) and head them South. If you want to play a waiting game with Seleucia, take out the Armenians. Pontus will either attack Seleucia or you, in that case. Both are good things...your horse archers will run circles around eastern infantry, and they won't have enough Pontic Heavy Cav at this point to matter much. You'll have to get into it sooner or later with the Seleucids...better to make it sooner when they are weaker Susa takes a looong time to reach the point where you can train Persian Cavalry and then Cats & Ellies. Seleucia (the city) gets you there much, much sooner.