Baktria or Qarthadastim
Both are great for s***s and giggles.
Baktria has one of the best unit line ups in the game. Period.
Qarthadastim begins with the highest treasury in the game IIRC at 10000 (at least, that's how it was in .8x). They also have some very interesting units, and the inevitable war with Roma over Sicila is always entertaining.
EDIT: If you do play Qarthadastim, make sure you disband all of your fleets. I keep one around to ferry troops to Sicila, but that's all. I think they start out with 5 fleets (once again, .8x, so this may have changed).
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