Errm.. I never play that faction but I guess the principical is the same as any other one-province faction; be nice to your surroundings, make sure one of your neighbors allies with you, etc. Forget about building naval power. Your ships will more likely cause trouble for you.
Usually Egyptian and Turks do not go to war right away in the beginning but Byzantines and Turks do. In this case I'd take on the Turks..well, since they surround you (Turks hold Antioch in my game in early). Rum is an advanced province so make sure that's the first province you invade. It's easier to defend later on when you become the besieged (I hope that's not happening lol). I would wait until Byzantines and Turks go to war before I invade Rum. If they don't go to war by 1090 then I'd just invade Rum anyway. Use the King to garrison Lesser Armenia and use the hero (I forget the name) to invade.
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