I prefer playng with KH cause I like the challenge of it, trying to fight the Seleucids, Ptolemies and Romands is quite a challenge. And I usually need some years before I manage to move to northern Greece and take Pella and Ambrakia.
When I play as Macedon it's easy to conquer all Greece and go to Asia Minor, which I find boring.
And for some reason, Ijust don't like the Epirots..Maybe cause I always disliked Pyrrhos, dying by a brick thrown by some woman in Argos, what an uncool death for an Alexander wanabe.