1) Create a Custom Lord with either a Cathar or Fractelli Religon Heresy in the County of Orvieto, the only county in the Duchy of Latium not controlled by the pope at the earliest DLC start date. Option 1) Save Exit Then Reload as Lombard King and Grant Independence to the count or Option 2) Fight for independence using the following method. Then (Warning: Console Command Self Control Needed) use console commands to give you just enough money to hire a large army of mercenaries (For Realism Use Italian, Lombard or Swiss). Declare a Holy War for Latium, raise the Merc Army, and win the war before too many catholic powers get involved. Now you're the Independent Heretic Duke of Latium, poised to build a custom Empire of Rome. Bonus: Instead of Cathar or Fracteli, become Orthodox or Iconoclast and after gaining full independence and control of Rome, swear fealty to Byztantium and work your way through the empire to become Emperor and reestablish Rome through Legacy of Rome DLC.
2) The "What those idiots should have done if they weren't so hung up on religion" play through. Play as the King of Jerusalem, using the start that doesn't give you the full Kingdom but instead a sliver of it as it is about to be destroyed. Then Swear Fealty to the shrinking Byzantine Empire and convert to orthodoxy, challenging you from bringing the Byzantine Empire from it's smallest start to reestablishing room and reuniting the Pentarchy.
3) Believe it or not there is a County/Duchy of Jews in Ethiopia Semine or Axum depending on the date. 769/867/1066 are the best to start as, but for added interestingness, swear fealty to the King of Abbysia on the earlier start dates, Save, Switch, and Reload as that King and revoke Gideon's (The Ruler's) Titles, then install him as a mayor in a coastal city, give him the duchy of Axum and his old provinces back, grant his independence, and Now your have a large Jewish Merchant Republic (Maybe even a Kindom level title in the near future) in east Africa right on a silk road sea route. Will you charge forward and reclaim Jerselem with your merchant fleets? or will you dominate Indian Market places with your wares? Perhaps both? Reclaim your birth right Son of Abraham!!
4) Straightforward, take advantage of tribal mechanics and use a custom ruler to bring a Slavic Sunii Merchant Republic in Ireland or a German Pagan Roman to power on the steps of Asia, even a Catholic Roman conclave in west Africa! Sparingly use consol commands to give you enough Cash and Prestige to get you started.
5) Take a look at religions that have been wiped out and can have their priesthood restored through a specific set of requirements.
6) The Kingdom/Republic of Switzerland, at the earliest start Chur, St Gallens, Arengau, Neunchatler, Schwyz, Bern, Valias, Savoy, Geneve, and Bourogn roughly make up the area of Switzerland. Jump in and out of liege lords to give your character control of the provinces (If you want a Republic, Use Genoa or more uniquely Nice/Monaco or Corsica/Baptista to first establish the merchant Republic. After you are independent choose what to do next, or rather than set it up, work tirelessly as the Count of Scwyz to establish it. (Caution, the Duchy of Upper Burgendy, Savoy, and Alememenia will have divided up the providences at the earliest start date and it makes it very challenging to try to carve out Switzerland with out some work around. Bonus: Use the Swiss Company and the Swiss Band mercenary companies, maybe even try to land them. BONUS:BONUS: Figure out a away to play as the Landed head of the Knights Templar and use them to somehow establish a merchant republic of Switzerland (Its a Myth the the Knight Templar were behind the Swiss revolution but hey why not make it happen?