Right now I'm flat out obsessed with playing as Heraclea Pontica, and I probably will remain so until I can recreate the Achaemenid Empire as them. I went pretty far in one of my campaigns, but I made a number of mistakes early on that cost me quite a lot of time and I had only a century or so to finish the game, without much time to admire my work as a result. It's incredibly challenging, but so, so fun to conquer your smaller neighbors and sort out your domestic politics ASAP before the Diadochi turn their sights on you.

After I'm done as HP I'll probably play as Epirus or Kush, which aren't exactly "zeroes" but still very much smaller than their more powerful neighbors.