I have a system. Europe, North Africa, and the Middle East are split into 13 groups. To pick a nation to play (for the deconstructed mod), I use my calculator to pick a random number, each one pertains to a region (British Isles, France, Iberia, ect). Then I number all of the nations in that region and pick a random number to select the nation that I play.
I will either follow that, or play as Sicily or Denmark. I've always had a dream of creting a Mediterrainian trade empire where I control all of the islands and other Mediterrainian provinces, such as Gibraltar, Morea, and Calabria, but I never have gotten around to it. Denmark...well, I'm intrigued by its missions.
The final choice will depend on my mood the day that I get IN.