I did have a really tough game when I was playing Austria when Russia, Italy, and Turkey all worked together against me, but I don't remember the specific AI personalities.
In general, you need a defensive minded AI for Germany and Russia, such as the BEAR, and an offensive minded one for England (so it doesn't waste units by leaving them in England, when they should be in the sea zones). Then whichever AI is going to challenge you needs to have a neighboring nation with an AI like the DOG, that will loyally work with them.
Having the MONKEY or the BULL playing as your principal rival rarely leads to a challenge. The EAGLE or ELEPHANT, allied with the DOG can be a combo of nations on your border that can cause some problems.
I'd love to see a more detailed examination of which nations do well with which AIs. But when we've asked in the past (in the AI subforum) we've never got enough feedback to draw any strong conclusions.