Without modding, the Mongols arrive by around turn 67. I'd say that's pretty early. You'll be lacking a lot of the good Turkish units by then.

I think anything in the east is pretty hard because of the Mongols. They arrive midway through your teching up to get the units that can really stand toe to toe with them.

Aside from that, HRE is the hardest because of how many nations surround them and how little coastline they have at the start. The only good noncoast province is Vienna, which is really good for a landlocked province. It's giving me 4k+ every turn, compared to Venice's 6k.