As the ONLY alpha tester for RFRE, i've been playing this game for a LONG time. However, in all that time I've only BEATEN the game once. I usually have had to restart after some changes came out. The first time i came close I held myself to rome's historical borders, but the pressure of persia, germany, the goths, and the picts (to an extent) along with my failing economy and limited military became too much. eventually i cracked and lost britain, leading to lack of a luxury and happiness problems. Then Germany declared war and overran gaul and dacia. I recovered a little in the east, but they got too close to italy and i realized i would not be able to hold them off long enough for the Byz. victory. so i quit, in defeat.
THE POINT of all that is that in the SINGLE game I won, I pursued an "always war" attitude with persia. The second I finished up with egypt i launched into mesopotamia. I pushed them back as far as i could but then realized i COULD take their lands, but not with the manpower currently there. So i build up a TON of catapults and imported a bunch of praetorians. those were the key. anyway, when the forces were there i marched from city to city with most of my forces, leaving about 3 legios + aux behind for defense. i bombarded the persian cities until i could use the praet's for the initial assault on the weakened defenders. since they can withdraw i was able to use more than one of them without loss and was able to take city after city. My war started around the time of augustus (taking egypt) and lasted until constantine, with only a single peace treaty in between (for the happiness). but i did it. i took every last persian city. with that set i didn't have to defend my SE border and was able to bring my ENTIRE HUGE army back to europe to add to the limes defense. my army was so overwhelming when united that germany's 2 wars were completely unsuccessful and saw them lose dozens of their strongest units with ZERO casualties from me. i got my peace treaties with no loss of land. I was also able to add a small garrison to britain and never lost that. Further, Africa was never an issue either, as they were overawed with my overall strength and never declared war.
so basically, it is a MONUMENTAL undertaking, but the conquest of persia = game won. freeing up that huge eastern force that usually develops is KEY. its literally half of your army in some games. with those forces available for other duties, no one can touch you.