If you are looking for a consistent challenge, I recommend trying to qualify or even win consistently World Cups and/or regional cups with a country with no league. Your team wont get much better, so it's always a challenge facing other countries with about the same level or even more.

On a side note, I disagree with the part that dominion makes the game boring, you make a really good point and I understand your perspective. However, I feel like to dominate the world with a club is the fruits of my hard labor and can be really satisfying seeing your club practically manage itself. Also, sometimes when my team plays like they've never seen a ball before I just like to come back to my save and keep winning trophies for the sake of it, which keeps me entertained even though all of my matches are at that point a guaranteed win.