This is my idea about the Scythian civ.
They will play the role of early barbarians that exist currently; This means a huge nerf (maybe even removing) all current barbarian activity relative to the Scythians (attacking the Bactrians, the Tocharians etc).
This must be applicable to all games, whether or not a human player controls them. How to do so? With their unique power.
UP : All horse and horse-archer units have hidden nationality. This will create the "barbarian" units that will go out and attack all civs. It will work like the privateers in civilization.
Of course this replacement cannot last forever, its effect can last up until the Kushan invasion. From then on all barbarian activity can continue (Sakas, Hephthalites etc).
The Scythians established and controlled a vast trade network (Silk Road) connecting Ancient Greece, Persia, India and China (source
http://en.wikipedia.org/wiki/Scythians), so this may lead us to their unique building.
UB : Scythian Fairground , a fairground with +1 happiness when controlling a horse.
this will be helpful as there are few , maybe none, luxury bonuses near their area.
As for their unique unit, this might be something like this.
UU : Scythian Raider , replaces horseman, same strength, slightly few hammers, start with blitz (so they can pillage and attack at the same turn).
I got some print-screens, to show you an initial spawn for them. How their starting cities would look like. Of course I've added some crucial bonuses near them, and a river that will help them near Caucasus.
If you want, I can come up with ideas for UHV.
I believe that both the map and the game will look even better after adding them.