Germany and Italy games are fun until, as you said, you have unified and have gained all cores.
Byzantium games are awesome, even if some of us think that Byzantium ought to get a better economy after a couple hundred years (
)
If you like a similar challenge like Byzantium, give Granada a try.
England is good for starters, and is very fun. It's just such a great feeling to have all of the British Isles and France unified under one crown.
China is cool, I just love dominating the Manchu, Japan, Indonesia, Indochina, Australia, and the western coasts of the Americas.
I'm currently playing a game as the Knights (Order of St. John), and despite it being difficult, it's pretty fun.
Poland, I hear, is also great to play, same with Sweden, Denmark, Castile, Mughals, Muscowy, Novgorod, and from some, Austria.