My favorite is the English. I absolutely love Billmen, given that they can take on both calvary and heavy infantry. Having Hobilars is also a big help coming out of the gate.

The Spanish are also very good with Jinetes, Lancers, and all that iron.

The Turks have a great selection of units but a precarious starting position, but I can't say I like controlling HA very much. I certainly do like the results though!