Yeah, depends what you want in an army tbh. It might be lots of heavy cavalry as a shock force that you can send in to break-up enemy skirmishes for example, or counter an AI/human cavalry charge. In this case, Parthia, Seleucids, Macedonians, Scythians etc are what you need.

If you want a core of specialist heavy infantry, the Germans are probably the best choice since they have effective shock troops (Night Raiders), misc (Screechers), as well as close-combat specialists (Chosen Axes, Beserkers).

Then again, you might want to overload with archers in your army, so a faction like Dacia, Scythia, Gaul etc will do a good job against vunerable enemy infantry with low armour ratings.

If you're playing multiplayer, let your opponents chose their factions first, then pick a good faction to counter them with.