The Dutch minors for forming the Netherlands are all fun, especially if you do it on your own and DON'T ally France to do all the heavy lifting.
Had a fun game with the Palatinate, didn't take a single province until i formed the HRE.
+1 on the Mameluks, although i got badly crushed in my first war with the Ottos without westernization, their morale is just so damn high. Your income is huge though, i almost managed to stay on par in tech with them, thanks to +3 advisers.
Byzantium, obviously.
Florence, or all the Italian Minors but the Pope (i just hate the government form). Venice is too easy imho, Genoa can be more fun: you get sweet missions for Tunis and Alexandria on day 1, so you can dow Tunesia before they ally anyone and then spread your trade empire around north Africa. Had an income over 150 /month without taking anything non-overseas but Provence, Cyprus and the other islands. No manpower whatsoever, forced me to rethink my ideas so i didn't take the same ones as in every other game (you have to focus on mercs if you don't want to rely on Austria or France to protect your Homeland.)
Teutonic order, best early blobbing potential of all the european nations +religious ideas are plain awesome early game + possibility of HRE membership. Eastern Europe is a vassal feeding fest thanks to ukraine and the others, after blobbing to Commonwealth size in 30 years form Prussia ---> KILL THEM ALL
Had a fun game with Provence. Wanted to form France, after i did so i noticed i didn't get the French Idea's and sad-quit.
Nepal, the Indian Prussia
Japan, the buddhist Prussia
I don't see the fun in playing the Kongo, speed 5 for 100 years, then getting your ass kicked until you manage to westernize (if you are lucky and don't get annexed or broken by rebels).