1) Just my personal preferences:
-There's nothing quite like sticking it to the Empire and 'civilised' world by marching your barbarian armies into Greece or Italy, destroying everything in your way. Germania and the Dacians (with the evil falxmen) are my faves, though any barbarian faction (except the Gauls - they're just lame unfortunately) will do the job.

-On the other hand, if you crave order and power, bring civilisation to others as the Greeks. While phalanxes aren't everyone's cup of tea, the potential for governors to be intelligent and accrue good retinues makes empire management easy. And whenever you find yourself in a sticky situation, cry:
"THIS IS SPARTA!!!!" and unleash your red-robed psycopaths.