I like Greece because it stays challenging all the way through.

If you are struggling for money get a coastal empire until you have enough. I am a little through mine and it gets fustrating trying to get phlanxes to face the right way and i find it hard seiging. Make sure you can get Rome's power down to your level in one go before they can take a chunk out of you. I suggest going into Turkey or the Balkans first. Or hold off Rome until they declare civil war (not tried it yet but it could work)