Egypt has the least appeal to me, although Thrace are probably a close second. Egypt has a silly army, Thrace has a very limited and unexciting range of troops also. And their colours are dire. Although I don't like Parthia. Their infantry is near non-existant so it's down to horses and horse archers in particular. Horse Archers are utterly boring and a chore to micromanage. And if you win a battle with them, you don't get much satisfaction from it. But I still like Egypt the least.