Playing as the Danes does make life simpler. Vikings are the answer to everything. You could conceiveably construct a decent military empire with a few provinces teched up to Caste level buildings and the rest at Fort/Keep level.

A basic army of Vikings (even the vanilla ones available from just a Fort), Archers/Xbows, Mounted Sergeants and perhaps some catapults can be constructed from Keep level buildings only, and when backed with an Armourer and Church for upgrades, this type of defensive army can do some serious damage to an invading force without requiring too much upkeep.

The advantage of this is two fold. One, it means you don't have to think too much about developing your infrastructure except in a few key provinces, and two it's cheap to get to this level meaning you don't have to worry too much about your treasury. At Keep level I think you can also get Ports, Shipyards and Traders, so you can still have a very effective trading empire.

In my experience playing as the Danes, they ar able to hold conquered provinces better than most factions due to their ability to always produce Vikings. This means that even a ransacked province cans till start churning out decent defenders straight away while you build up the infrastructure for the other support troops.

Norways Val +1 vikings are pure gold. I usually turn Sweeden into a giant forge making armour and weapon upgrades then march my troops of Norwegian Vikings over to them to get suited up. with such easy access to Valor, armour and weapon upgrades Vanilla Vikings can tangle with FMAA's and CMAA's and hold their own for a fraction of the price and building requirements.