I guess that would be Germany,as it has the most active gameplay. The USA seems very interesting as well,due to the strategic position and capabilities,although the start must be quite slow.
Playing kingmaker?Luxemburg is pretty fun, you are in the middle of it all.
I wouldnt say that there is "the best" country to play, especially since everyone has different prefferences. I would say that the USA are probably the noob friendliest country to pick for start tho. They are good defendable spot and have such a massive industrial capacity that they can affort to do some mistakes, while their enemies cant.
Meanwhile Germany and Japan basicly dictate when and how the global war starts, but have to be carefull to net get pulled into a war unprepared.