I would say chose a horse-archer based faction to get a different type of battle fighting style. Russia, Byzantine, or Turks for the full effect, Poland and Hungary are good cav factions but also have a mix of infantry (IIRC, haven't been playing much lately). Building armies of all cavalry is a different and fun experience. Sieges pose a problem however, usually solved by choosing your targets carefully (bypassing heavily defended cities with your far moving cav army) and hiring a few mercs to push the rams.