I'm currently playing as the Seleucids and I can tell you that they are a great challenge!
Poor economy at the beginning, a lot of enemies , slow tech advancing, barbarians from everywhere attacking!
I posted some days ago saying that you can only survive by building wealth. Do so until you have conquered the Ptolemy's, who must be the first that you attack. The hint is: lose maximum 1 unit. If you lose battles, load the turn again.. When I finished with them I had lost only 2 mercenaries( no big deal) and I had 2 level 3 elephants and one level 1 (or 2 don't remember :/ ) hoplite! And it was around there that the first great general spawned!
Then I moved my experienced units to Anatolia and Greece.. No loss, all of the cities occupied! You will have to defend Byzantion and Thessaloniki from barbarians though.. Move a spearman from Seleukia or Damascus to Byzantion, and leave two units who are strong against melee in Thessaloniki. Both cities need walls! Athens left without any garrison, so I did with Ephesos. Sinope needs an archer .
If it takes a lot of turns to build them, move units from well secured areas inside your empire to borders (for example from Tyros, Antiochia, Susa) .
After conquering Greece I moved my 2 elephants and the hoplite to sub Saharan civ ( dont remember their name, they had orange color) and took their cities, just for some extra xp! Use the slaves for some quick farms and then settle them, you need the production for some archers and walls.
Then the Maccabees will spawn. The trick I used is to let Jerusalem fall to the barbarians that will spawn first, so the actual civ have some problems with them taking the city! When the barbarians spawn, move the Jerusalem troops to Tyros and wait for the civ to spawn. When they do, don't attack Jerusalem because their units will keep respawning. Attack their other units outside the city. I was lucky because I got some nice mercenaries (horse archers) and after 2 turns their units were all dead. Then wait for some more turns to attack Jerusalem and heal yourself. After 10 turns have passed from their spawn, attack Jerusalem and say goodbye to the Maccabees!
While I was fighting the Maccabees the Romans declared war on me! Great, more xp! I lost all egypt when their army spawned, but I took it all back when I finished with the Maccabees! And then the second great general spawned!
I used my great generals as great persons to settle in my capital so I can produce mega units! This will help you to cope with the Parthians !
After signing peace, I traveled to India to trade : horses for ivory!
And then I started building elephants in capital and wait for the Parthians to spawn ! Theres my 3rd general! After some heavy battles, both my army and the Parthian one were exterminated, and when I sent the second wave of elephants to their cities, I managed to extend my borders to my old cities and left the Parthians with only their capital and Herat, nearly collapsed
Let me know your strategies!
Happy conquering !