The Sassanids

When playing as the Sassanids i set myself a goal: to create the Ottoman
empire, 1000 years earlier. I first started on bringing asia minor under the Sassanid banner. This ensured that the ERE was effectively cut in half economically and they could not come to the rescue unless they wanted around 30 elephants stomping on them. I quickly took antioch as it was badly defended (after a few turns on civil revolts for the ERE) and immediately took to zoroastrianising the province. After a few unsuccessful attempts to reclaim syria, and thus their armies weakened, it was a walkover for my elephant/catapracht/clibinarii armies to claim more turkish lands. I then took Constantinople. These lands were create money generators. After that i started to move south from antioch (which after building a foundry was churning out levy spearmen and cataprachts) and captured sidon and Jerusalem. This was my empire just after capturing constantinople, as you can see my faction is under the tryannical OAP emperor: Melchior the Butcher.

As i see it there are a few things you must do to succeed:
On capturing a city that is predominantly christian or pagan, exterminate the population. This is to quell religious riots and easily convert the people. This the main reason my leader is 'the butcher'.

After exterminating a population it is time to zorastrianise the people. Destroy the existing temple/church and replace it with a zoroastrian one. It is a good idea to bring characters with the 'light of zoroaster' trait and/or a zoroastrian ancillary to aid conversion.

Make use of elephants, i always use two units of elephants in my purely 'military' armies, backed up by some cataprachts and horse archers.

Trade rights are not required. After taking the rich turkish lands i was pretty much self sufficient. As long has you build economy-enhancing buildings and exterminate with each conquest you should have a large treasury. If you look at my picture you see what i mean. I normally make about 7-10k a time, but i am generally building buildings all the time.