Baktria and Makedonia.
Baktria for their diversity in units (you have Hellenic infantry, HAs, cataphracts, several light and medium cavalry units, Indian units, light Persian units, including most beautiful unit IMO - Indohellenic noble hoplite), exotic touch and interesting history. As The General said, it is nice to control trade between east and west, spread Hellenic culture to the east and Buddhism and Indian culture to the west.
Makedonia is a prototype of phalanx faction, they have elite phalanxes, their unique reformed phalanx, great non-phalanx units as well (traditional successor elites, Thracians, Bosphoran archers...) several expansion possibilities, various enemies, glorious history behind them, so I have a feeling that as a Makedonian king I have to achieve victiories and glory to equal my ancestors. Morover from all successor dynasties I like Antigonids most.
I don't consider Pontos a phalanx-based faction, but they are one of my favourites too, because they join my three favourite cultures from EB - Hellenic, Eastern and Celtic and have beautiful units from all these cultures plus Scythian HAs. When challenge and interesting history is added, they make one the best factions. Other thing I like about Pontos (and Baktria too) is that they are unknown.
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