The WRE isn't THAT hard. A decent player can get out of the red by turn 3 without losing any territories. Then you only need two good armies, one in Gaul and one in Italy to protect against the hordes. The only reason why you would want more is because of religious uprisings. So the WRE is equal to the ERE.

I agree about the Sarmatians, they're one of my favorite units. I slaughtered many Celts with them.