How would you guys go at Rome usually? would you go strait for the Italian Penisula or try to take the Balkans and or sciliy as a jump pad?

As egypt though you are good both offense and defensively... offensvily a combination of chariot + calvary charge will beat most army (and u can hit and run with chariot archers too... giving you huge flexibility) defensively you have desert axeman on the walls, one of the best archer line ups and if those fail u still have many phalanx to hold the square. the only thing you don't have is elephants, but you are also in close proximity to places that can grab elephant mercenaries.