Only problem I find with the Yuezhi is that their campaign is a real bastard, its very tough if you don't move quickly. May I suggest maybe a couple of light cavalry units to start with or the chance to train them from the off?

Its a great campaign mind, my diplomats covered the length and breadth of the map extorting money from the big factions. Why settle for 250 mnai for map information when you can get 1000?