Uzbek - Buhkara. Had a really good game with them recently that im still playing late into the 1700's. lots of strong enemies around, and your early expansion has to be coupled with fine diplomacy and the right allies, but once u control the yumen trade node and are steering trade out of beijing, Samarkand can be one of the biggest trade nodes in the world. Plus, the Bukhara national colour is a beautiful golden orange.
Denmark - Scandinavia isnt very challenging but still fun because they are a strong alternate coloniser with different problems to spain/portugal who are (very) easy.
Venice. Venice has to be like 'THE' EU experience. Ive always enjoyed the allure of venice, the diplomatic options, the strong neighbours to all sides but still big opportunities for wealth gain. Ive probably played at least one campaign as venice in every year for the last decade through all iterations of the EU series. consolodating the italian peninsular and then carving out a global trade empire, good solid fun.