I like the Scipii : nice colour, nice banner, as Romans they have a very balanced selection of units, they got the most awesome temples of the whole game, and their starting position allows them to attack everywhere.

But my favorites are really the Greeks Cities. Sure, they don't have any cavalry, and their archers are pathetics. But they have the phalanx, they have the best-looking units of the game (aaah, armoured hoplites ^^), the start in Greece is just the most interesting to play, with endless possibilities, and, well, they are the Greeks. Making an alternative history where Greece regained its former glory...

It's just like playing the Byzantine Empire in 1204 and reconquering Europe ^^