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Thanat0S

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Sicily
Persia (Zoroastrian, of course)
Cusco -> Inca
Iroquis
 
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PhroX

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I tend to like smaller starts with lots of options on how to play them. My top three would be:

1 - The Netherlands: Pre-CS, I tended to start as Friesland, now it's Holland, but whichever of the minors you chose, they're in a great position to do...well, pretty much anything. There's just so many options. You're in a great place to go colonising and/or dominate trade. You've easy access to some of the richest lands in the world should you want to build a tall nation. You're part of the HRE and can play the Imperial game should you want. You can get an extremely powerful, unique government with interesting mechanics, but you aren't forced into it, and can instead be either a normal monarchy or republic. And, just to keep you on your toes, there's the ever looming threat of the BBB.

2 - Milan: Much the same really. Small but rich, with all sorts of paths available to them, especially now that you can bring New World trade into Genoa. I slightly prefer the starting position and options for government (stay monarchy or go Ambrosinian) over the other Italian states.

3 - Yeren: When AoW first added the Manchu tribes, Yeren seemed to get overlook by many players in favour of its southern neighbours, but I've seen more and more posts on these forums recommending them recently, and with good reason. The start can be rough, as at times all four of your neighbours can go hostile to you, but at least you can now get an ally sometimes (Oriat), and once you get past that, there's plenty of ways to go. Manchu -> Qing is the obvious one, but thanks to being Animist, Yeren gets a couple of tricks up its sleeves. Reforming through the generic decision gives you the Muslim tech group, while, if you can wait that long, you can adopt Christianity when westernising. Expansion wise, if you don't feel like going south into China, you could sweep through the horde lands, and/or colonise the Siberian wastes. California and Alaska are also within easy reach, and trade from them can be rerouted to your homeland.
 

vfmikey

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Poland without Lithuania, Scotland, England, Sweden, Naples, Ferrara (small for initial challange, but with money, that allows you to survive, unlike Mantua), The Knights

My favourite game were two Sweden games: is not OP, and making the Baltic Sea trade node the richest one in game, without blobbing in Europe to crazy (I only ate my cores, the Teutons, Neva, Kexholm, Ingermanland and Bohuslan, marching Novgorod and vassalizing Norway for funs) with the idea, that I have to keep some other nations in the trade node, so they'd continue to improve their provinces and pull trade from Krakow, Novgorod and other nodes. And, of course, colonisation, to get the range and merchants to pull from India and far east, through the steppes. Super fun game, the idea that you can't eat everyone, because you need their caravan power, and being the policeman (ie. making The Hansa release Denmark, keeping Livonians safe from PLC, etc.) is really different expierence and goes well with my isolationists gameplay :)
 

Shumpitostick

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Austria - I really like the diplomatic game they offer
Spain - Because they're the best nation to colonise with
Naxos - I'm putting them here as kind of a joke because they're not really playable (or are they?) but they have the best color in the game. And their name and place are very exotic
 

zsImmortal

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Since Buddhism ruined Mongolia (for now), really took a liking to Chagatai. Great central position in Asia, so you can expand in all directions and become very strong, very fast. Only problem is the need to tentacle so you're forced to push quickly into Muscovy territory to westernize.
 

DEEPGAME

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My all time favorite: Brandenburg, i played again again and again never bored. That is so much fun to form Germany. After Common Sense Brandenburg games are harder but better.
 

yerm

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I like Hansa best. I sometimes form Prussia or Netherlands with them, but I don't want to be disingenuous by saying one of them - I specifically like the early Hansa game and the many options I have for them, and their government form.
 

JagLover

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Has to be Muscovy to Russia based on game time.

It has everything as a campaign. The vital first twenty years, multiple fronts to expand in and idea groups being absolutely key and required to be taken in a set order depending on your plan of how to approach each individual campaign.