I play any faction till it gets 'boringly-easy'.

Carthage VH/VH: Till I had Italy and most of Spain.
Roman Julii VH/VH: Till I had most of Europe.
Roman Scipii VH/VH: Till I had Greece, North africa and some of Asia Minor.
Seleuceds VH/VH: Never actually won it.. I think I never tried too hard anyway.
Scythia VH/VH: When I started pushing Romans back.
Pontus VH/VH: Till I destroyed Egypt.

Those are about all the campaigns in RTW.

In BI:

Sassaidns VH/VH: Just took Anitoch and the southern part of ERE.
Vandals VH/VH: Currently eating WRE from all sides.. But it is getting boring, my cash simple can't drop below 50k, I have 4 armies, 1 of them led by a 14 stars general (Unfortunately, I think their is a thing like max-10, because only 10 appear), 1 led by a 7 influence guy, and the other 2 led by to-be great commanders.