This may sound ridiculous, but I, building-wise, feel that it may be Parthia. Although they may start out poor, and never get any richer, if they were to manage to expand they could be very wealthy. They have the "Justice" line of buildings avaliable to them, to counter-act corruption, as well as a "Trade Caravan" building line which provides extra trade to their cities. Their temple also grants a brilliant law bonus which, as said, can further reduce corruption within the city resulting in an even more bountiful income!

Sadly, since Parthia is such a deprived nation at the start, they never get to take advantage of these premium luxuries which ruins their life chances as a faction - often making their potential riches unnoticed.