I'm not exactly an expert myself, but I'd recommend the USA or France. Both start out fairly powerful, and have the ability to become tremendously strong. I'd say that, other than Germany, they're the only nations that could usurp #1 from the U.K. The immigration from being a Democracy does wonders for the U.S. (I don't remember if France is HM's or Democracy at start). They both have strong industry, and the population to support it. They also both introduce war well; the U.S.A. presents this via the Civil War, Texan War of Independence, Mexican-American War, Spanish-American war, and expansions throughout America. France does this by via imperialism in Africa and Asia, as well as having weak European neighbors. Finally, France introduces you to colonization. The U.S. does this also, but as France, you can easily colonize a vast majority of Africa.
Usurping UK isn't that hard. I'd think it'd be possible as any of the starting GPs (I've done it as Spain, which wasn't very difficult. I just needed to ignore the infamy limit and get a fairly large army... even if I fell behind in industry a lot). I've also done it as Bavaria---> SGF.
France is HM Government at start.
One of the larger Italian states are usually fairly good choices. You have opportunity for expansion and industrialization, but you also have the chance for a bit of defeat as well. It also gives you a fairly simple, direct goal to work towards that isn't too hard to accomplish.
Yeah, I forgot about Italian states. If you want to unite Italy, Sardinia-Piedmonte or Two Sicilies are easy (I've done it with both). I haven't played as the Papal states, but I have played as Tuscany (trying to prevent the unification of Italy for roleplaying reasons), and was able to become a GP (even though, b/c Garibaldi's redshirts, Italy formed without me... I just had to refuse annexation and defeat Italy in a war... also let me take quite a bit of northern land).
If you play as Sardinia-Piedmonte, you may have to confront Austria in a war, which wouldn't be difficult if you have France's backing or if Austria is being beat up by Germany/NGF/Prussia or Russia. All Italian states (especially Two Sicilies) have quite a bit of choice for African/Mediterranean expansion. If you're playing as Tuscany, you may want to annex some of the small Italian states (Modena and stuff). Idk if they're protected from the start by Austria or France, but they're easy to get control of (if they are protected, just wait until you industrialize and build a sizable army. Sea if you can build a navy too to prevent French naval invasion).
@That One Duke:
Make sure you get, like, 1% Bureaucrats at least in a province before increasing clergy (though I've people saying to wait on this until you get +admin efficiency techs?). That makes promotion a lot easier. Get clergy to 3-5% depending on what nation you are and how many provinces you have. Set education spending to 100% and research Biologism and +education efficiency techs (there are a few in commerce, iirc).
As for industry, it depends on your nation. If you're a really small state, don't focus on industrializing early on (wait until it's 1860s-1880s, ish... instead of building a Haitian factory in 1836). If you're playing as France, build quite a few factories in each of your provinces (preferably profitable ones; look at the international market, but note that luxury goods- like luxury furniture and clothing- tend to be successful... also build factories with goods that are prereq to luxury goods- like regular furniture or regular clothes factories-, textile mills, and factories that produce goods exclusive to a province, like lumber or steel). Focus on increasing literacy early on, as pops require a certain literacy level (at least in PDM, and I think in vanilla) before they can become craftsmen. After you have decent literacy you may want to national focus craftsmen (clerks tend to make industries really profitable too; I'm not sure exactly how many clerks you "should have" or if it's just a good end-game choice to begin switching to them... they fulfill a slightly different role in PDM). Capitalists in a province also are a good idea.
Keep middle and rich taxes low, IMO. And, in the early game (if you aren't trying to industrialize yet), keep poor taxes low too to boost population growth. Once you have a large population, you can increase taxes on the poor to impoverish them more; this will make them move into factories faster and demote to craftsmen. Because you're France and begin with a large population and sizable factories, you may just want to increase taxes on the poor early on. I tend not to, though (because they'll be working in RGOs producing other useful goods anyway).
Keep your industry and commerce techs up. I tend to do so in most of my games; even if I'm being hyper-aggressive and conquering Europe, I tend to go industry-army (industry is just important). Also build lots of railroads (or let capitalists build them; depends on how industrialized you are). Which reminds me; go state capitalist when you begin industrializing (early game for France, probably) so you can start forcing poor to demote to craftsmen by high taxes, and you can expand factories and railroads without relying on capitalists (in vanilla they can be kind of... difficult).