Kill the Turks - Never let them live, for they will expand aggresively, and become stronger as you grow weaker.

Logistics; Supply your armies - Your uber generals can hold off the Mamaluk hordes, but they will keep coming.

Secure Europe - The Huns will be on you, secure the Balkans and Southern Italy.

Trading - The Crimea, Egypt, (Syria/Armenia?), and Venice will all bring alot of money. Egyptian lands give you a good base, and are easy to protect, but Venice will no doubt pick a fight with you, so why not go for the gold?