I think the Romans are probably the most 'fun' of the factions in RTW. You have a fairly easy start, and soldiers good enough to hold off your opponents whilst you build up strength so there's less frustration than with some factions. You also have a senate dishing out orders and a bit of rivalry with your fellow Roman families to keep things interesting. Legionaries are also more fun to use than tricky phalanx units who have a habit of acting like morons. Finally, when civil war kicks in, it's Roman versus Roman and that's always an interesting showdown, even if you do just end up facing endless stacks of Praetorians and Onagers.