Ireland and Armenia in Early (Ireland is only available in early) are tough to play with, due to their small size and strong neighbors. The Volga Bulgars have better chances of Expansion, but later have to face the full might of the Horde. Portugal and Serbia are manageable.
Actually, I have discovered Sweden and Poland to be relatively tough. The Polish can expand rapidly against the HRE and then take advantage of the war between the Cumans and the Hungarians, but then have to deal with really powerful enemies on all fronts - the Byzantines or the Fatimids in the South, the Danes in the North, the Kievans or Novgorodians in the East (their troop rosters are a bit overpowered in early) and the French in the West. Later of course the Horde comes.
Sweden is tough, because it is surrounded by hostile neighbors. The Danes have a better starting position, and the Lithuanians will go out of their way to sink every boat you put in the Baltic, even if they are your allies. Norway will resist until the end, often managing to get you excommunicated.

But finally, if you really want an impossibly difficult campaign, try the Volga Bulgars in High and see if you can survive past 1240. I do not think I have ever been able to.