Vijayanagar is the easist Hindu state to play, and is extremely fun, provided you don't really care about tech. Taking on the Delhi Sultanate and/or the Mughals is pretty fun, though it really boils down to one "win all or lose all" campaign. Orissa, in the east, has a slightly better tech group, but they're weaker at the start. I prefer Vijayanagar's drive to the north, especially since you have to conquer a certain amount of territory by a certain date (check the event file if you don't want to be surprised), or else you'll face the horrible Fall of the City of Victory event. If it fires, you're in for a whole lot more fun.
Finally, Rajputana is a good country to play an early conquest game with. Sure, they're small, but check out those DP sliders!
The southern/central Muslim states will be similar to a Vijayanagar game, except that religion will be a bigger problem for you. Your tech will be slightly better, though.
Playing as Gujarat or Bengal is very interesting, but can be frustrating (Gujarat), or boring (Bengal). The west is very dangerous, and the east - barring an expansionist China - is usually too tranquil, and too weak to put up much of a fight.
And playing as Delhi is just boring. The Mughals can be fun, if you feel like playing as a REAL bully. Start in 1492/1520 if you can, as the Timurids in the former. Playing as the Timurids in 1419...isn't quite as much fun....
If you play a Muslim nation, you will not have a religious slider for Hinduism (or Buddhism for that matter). If you play a Hindu nation you have much more flexibility in this way.
Are you certain? I thought that the Sunni/Shia religion sliders include Catholic, Protestant (these shouldn't be separated, BTW), Orthodox, Shia/Sunni, and Hinduism.
