I can't decide which faction is my favourite. I actually haven't played one which I haven't enjoyed that much, except perhaps the Pergamenes, because their starting position is a bit lame. As for the rest... well, most of what I would have said has been said by others (I've played fun Roman, Carthaginian, Aiakid and Antigonid campaigns), so I'll just throw in a few more The Illyrians have quite a cool location, on the edge of the Greek world. If you play it well, you can capture the rich cities on northern and central Greece, but you'll also have threats all around. They also have a fairly unique army. The Getai also have a pretty cool army, and a tricky starting position. And I found the Aedui a fun and challenging faction to play (especially since Celtiberia and Rome started expanding into Gaul as I was poised to unite it, thanks to me playing on hard).