In XL, I really liked playing Armenia. Bear In mind that in vanilla people get wary of playing as Turks because they are stuck between Byzantium and Egypt... well the Armenians are stuck between Byzantium, Egypt and Turks! Three neighbours, all of whom could crush you soon as look at you.

In the end I decided to go for the Egyptians first, took Antioch and built up from there whilst trying to keep the peace with the other two. Cash flow at the beginning is very poor so Antioch was a must. Orthodox means no Pope problems too (apart from the odd crusade passing through...)

The AP bonus of the Armenian infantry was really useful, as they had the ability to swamp and defeat kataphraktoi (Arm Inf come in handy 100-man units). Obviously you also get AHC.

Was a tough start, but soon ended up with very powerful armies and good generals

In PMTW I've really enjoyed the Crimean Khanate, with mostly horse-archer armies, until some cossack lands have been conquered, starting with just Levidia and Crimea. Again, the Ottomans are a major neighbour, and also the Russians of some flavour, both quite big.

Scots in PMTW and in XL also provide an interesting variant on the "British but not English" theme