I think Roman internal politics might have been quite different.

Had Varus not got whipped, it is still unlikely that Germany would have been subjugated in the way Gaul was -- the economic limits mentioned above are apt -- but it certainly wouldn't have been a springboard for Drusus to achieve greatness as a General.

Without this rivalry, Tiberius may have been more secure on his throne and less the tyrant. The conditions that created a Caligula may never have developed.