I find myself quite often studiously avoiding moving my capitol, no matter how far away my most-distant provinces are. Nations didn't (very often) move thier capitol around, and I kinda like the extra challenge the distance penalty presents. Yes, I know that some of the game mechanics may be out of whack and this might be silly, but I enjoy it nonetheless.
I also keep generals in cities for as much as I can, only moving a guy out when he gets really bad. I end up with lots of bad traits and such, but again, its a personal choice and I think it makes the game a tad bit more difficult later on. I usually pull out a bad general and replace him with a new guy (or his son) when the first guy gets too bad. It can get tedious...
Also, just for reference, in my Sicilian game, its about turn 75 or so and I have only 5 or 6 provinces. Want a slow game? Its pretty easy--don't blitz, and only take the lands the councils tell you to...or Crusades...
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