I guess I'm different.
I usually prefer starting as tribal. I like how the government functions, I love the prestige = buildings mechanic, and I like how tribal holdings work with empty slots.
I don't stay tribal for centuries on end (you start falling behind in power fairly quickly as feudal states build up), but I feel the tribal mechanics are a nice change of pace from feudal and republics. The whole "subordinate tribes are allies and not vassals" mechanic sits well with me. While by no means perfect, tribal government goes a long way to simulating the kind of rulers we see in Beowulf and other texts.
Note that I tend to find gavelkind elective annoying after around a century, but that's mainly because it's a damn nuisance to figure out how to manage title allocation among your heirs. If we had a specific interface that let us see and shuffle around titles for our heirs under gavelkind, I'd probably never leave it once I became an emperor.