I'd agree that as minor factions go, Sicily is good fun because the pots of florins that keep piling up all around you leave you with plenty of options as to how to proceed. There is always the danger that somewhere in the latter throes of the game you will abruptly run out of heirs, though....

Denmark is also fun (and probably significantly more challenging than Sicily).

I haven't tried any of the mods as yet - too busy just with VI at this stage.