Fall of rome appeals to me the most. Haven't played it too much, and never as the Sassanids, but they seem pretty screwed from their start to me. It's by far the best option for the huns to stream into the Sassanid cities with their horde, as East rome's cities are difficult to take. Along with fending off the huns, they might also have to deal with East romans taking their remaining cities to compensate for losses up north to the goths. All in all, it's a pretty cool scenario.
I'm a huge civil war fan, and had the developers made the civil war scenario ANY BETTER, I would certainly have chosen it. I like the touch with infantry divisions having generals, but I really hate the idea of a time limit, as it just comes down to a 'line straight for washington/richmond' tactic. I'd really really love the feeling of being the ultimate general behind the entire war, not just a quick march to the capital.