In Divine Wind I usually experiment these days. I haven't had many games I went really far in (because of Hordes mostly, gosh :ninja: ) but my favorites are either Austria/Byzantium in Europe or an Indian minor/Japanese minor in Asia.
In EU4 I'll go with one of these probably as the first games:
1. Austria - Diverse in possibilities. I'll probably go for a "historicky" playthrough, which means building the Habsburg Monarchy, having a strong base in the HRE and expansion to the Balkans. That is, if the Hordes aren't as broken as in Divine Wind. Best game in DW was until 1630ish, held all of north Italy (except Venice), got Hungary, Croatia and snagged Transylvania from the Ottomans. Bohemia acted as a buffer to the GH, but the GH broke in, attacked me almost simultaneously with the Ottomans and I had to release what was left of Hungary and Transylvania. Ended it there.
2. Byzantium - Just because, they're fun and they're a challenge. Usually. Don't know how they'll play with the new starting date though. Best game with them ended in a funny way. I got Greece and Anatolia back and won territory all the way to Egypt. Me and Castille were allied and split the southern Mediterranean between us. But the Golden Horde pressed me from the North and suddenly Timurids (in 1680!) unleashed hell from the Middle East. I was close as hell to westernizing, but I had an incompetent female emperor that ruled for 60 years and refused to die. Pissed. Me. Off.
3. Delhi - I like to play the Indian minors since they're both self contained and opened. You can go for a unified India but why not also try to press to Indochina or westwards too? In the regular game I had a decent game with Delhi, would like to try to do more. I had a fairly good game in Death and Taxes with Kathiawar as well, didn't go for unification but got a fair deal of territory in the north and along with some good alliances managed to press almost as far as Syria. Hard drive collapse ended that one.
4. Ragusa - Now you're thinking, why Ragusa? Aren't Venice and Genoa better? Sure. But I found little joy in playing either of them. Actually had decent games with Venice, just not enjoyable ones. Ragusa is also a republic but one in a very unwanted position, sandwiched between the Ottomans and Hungary. So this is a challenge more than anything and, as such, a more satisfying deal. It was also the hardest semi-successful challenges I had in DW, even more than Byzantium. Up until 1590 I managed to hold a fair deal of the Balkans, splitting it between me and Byzantium (lucky nations was set to random), had some holdings in Italy (I think Apulia) and even held my own against a terrifying Bohemia. One of my favorite games, I'd like to expand on it in EUIV if possible. Hard drive crash ended this one as well.
5. An Irish minor - Because I never actually played a single game as either a British or Irish faction. I'd like to try something new. Maybe even turn Ireland into a colonial power since I never really got into colonialism either. Two birds in one playthrough.
6. Inca/Maya/Aztecs/North American tribes - This is a stretch and will only work if they have been tweaked to be playable. I tried an Aztec game but failed miserably as soon as Castille (seriously, do they ever become Spain?) came along. Went for westernization but the Spanish had other plans and ate me. Oh well.