I held onto both Sicily and Sardinia. The Julii focused on Sardinia. At first the Scipii and Brutii tried to take back Sicily, but I hammered them down so badly that they gave up after I smashed some large armies. The Scipii took a long time to build up enough units to be a threat again (with only a single province.) They switched their attacks to Sardinia in conjunction with the Julii. Usually the Scipii only sent in 3 or 4 units, every once in awhile it would get quiet, and then they would send in a stack. The Brutii got distracted by Macedon and the Greek Cities and left Sicily alone for a long time.

The nice thing about taking Sicily is that you have just castrated the Scipii, without invading Italy.