I disagree with Grey Beard about Byzantines being difficult to play. They aren't. In fact, early on they are the simplest and easiest faction to use. Just gotta rely on Byzantine strong points, of which they have three early on:
1) Great generals. Both Alexius and John are excellent tacticians, yes, they will eventually die, but not before they are able to carve out a large empire for the Romanoi.
2) Vardariotai. These guys are so overpowered, it makes beating your neighbors in the field akin to taking candy from a baby. The only meaningful counter to these guys are the pavise xbow units which take some time for the Catholics to build the pre-req structures. Now, Vards can't storm cities, but they can still starve them out, so it's not a big deal).
3) Navy. Dromons and Fire Ships kill everything else with ease.
Also, Turks aren't much of a threat. Nikaea and Smyrna are the only settlements in Asia Minor worth taking and holding onto, and they are easily re-enforceable. Plus, it takes a while before Turks get any kind of meaningful Navy going.
Venice, on the other hand, is a menace. I wait for them to sneak attack me, then take all their holdings except for Venice itself. From that point they aren't a threat.
Anyhow, my usual order of expansion is as follows:
Smyrna/Durazzo/Sofia (attacking armies sent to all three on the first turn), Rhodes, Kaffa, Iraklion, Ragusa.
I also convert I convert Thessalonica into a castle (because of its central location) and also keep Smyrna and Ragusa as castles. Everything else gets converted into cities. That's it, the initial expansion is finished, the Empire is secure, now it's time to settle in for a bit, build up, and get ready for the mid game.
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