Ok, I'm going to keep this brief and to the point.
My case for Russia as one of the most entertaining factions for an advanced player bored of western factions-
Great diversity of units and unit abilities. The Russians have great cavalry, decent horse archers, and eventually great infantry. Later on in the game, russians aren't shafted as far as gunpowder goes, because of cossack musketeers and a good selection of cannons. The units are really diverse in their uses too. Horse archers have a specific function that they excel at for instance, as compared to many western nations that have a homogonous blob of units that fill multiple rows (dismounted knights, for instance. A feudal knight, armored swordsman, chivalric knight, sword and buckler man, norman knight... They all are the same basic concept without any real diversity). In contrast, Russia has axe infantry that serve a shock infantry role, while the dismounted dvors make great archer hybrids that can also kick some tail in melee. Woodsmen make a cheap flanking unit that take a decent amount of armored units to hell with them. Boyar cavalry have javelins that pierce armor. Cossack musketeers are the rivals of janisary counterparts.
Location is great for russia. You can't just sit in one spot on top of a 5000 florin trading province. You have to expand wisely, take key points on the map for certain pre-established plans (trading will require black sea and baltic sea provinces). Not being catholic gives you the chance to indiscriminately backstab your neighbors without fear of excom., and adds a certain flavor to the campaign. Your campaign fold out map that came with the game will also be invaluable on your first or second campaign, as marching in the wrong direction could leave you two or three turns away from your objective province.
In summary, you have to try to win, playing every dirty little trick up your sleeve. Russia isn't a breeze by any measure, but you'll find yourself challenged, which leads to a more rewarding experience in the long run. Since you wont be an economic powerhouse, you'll need to manage your armies and cities to perfection. Overall, the diverse unit selection with specialized units will lead to a more rewarding battlefield experience as well.
In conclusion, I recommend Russia to any moderate to expert player looking for a campaign that will swallow you.
Bookmarks