Spain. Having the game won in the first 20 turns can be very nice. Obviously the downside is that if you don't find any natural wonders early on, it's about as vanilla a civ that you can have. Tercio is nice, too.
Yes, they are huge fun, because they are kinda gamble. It's either OP game or meeh game.
I'll post screen in other threads, but I've started the Spain game last night and got two NW. Got my religion enhanced by like turn 15-20.
I love playing as Spain, even if I don't get lucky with NW, simply because their UA encourages you to send dozens of Conquistadors to explore. It doesn't let you get into passive mode like other civs, and once you find NW, prepare for war, because, that land must belong to Spain.
Most fun to play? Venice! Because it plays so much different then rest of the civs.
France is also fun, because you can get into constant war and not worry about culture. Their UA now rocks.
Zulus\The Huns\Mongols - well, if you're going to be bad, at least do it right.
India - Dunno, I love going all warmongering with Ghandi.
Oh, and dropping
with Ghandi. Always fun.
Greece - you can never go wrong with Alex and Greece is one of the most flexible civs. They can go with any vic type at any moment thanks to their UA.