For some reason, I just can't finish a game as the Romans. I just lose interest every time...ironically, after I have Praetorians (which should be called legions, but I'll spare the rant...).
I love Elizabeth and Hannibal...both beasts on the board, with useful UUs and incredible traits. Hannibal's UB is a little less valuable than the English Stock Exchange, but the Numidian more than makes up for it (I'd rather have Numidians than Praetorians--they are just such a well-designed UU!). I want to play another game as each of them, but I've already played Elizabeth twice and Hannibal once. I don't get to play too many games (I finish one per 2 weeks, on average), so I try to mix it up as much as possible.
EDIT: Fixed a very embarrasing typo.