I picked Zulu because I don't really have a warmongering playstyle, but the Impi seems pretty badass. Also, to address all the complaints I'm hearing:
Poland: Sure, it's not very creative, but free Social Policies is going to be amazing.
Portugal: "Mare clausum" is a specific term which referred to Portugal having the only access to the sea routes to Brazil, Africa, and Asia. The Feitoria brilliantly illustrates this.
Venice: Sure, the unique names are stupid. But double (DOUBLE!!!) trade routes are going to be fantastic, and even if you're gobbling up the city-states, there will still be plenty of trading partners, unless you're on a Duel map. And as has been stated many, many times on this forum, the Republic of Venice is completely legitimate as a civ - it lasted for over 1000 years as an independent nation, and successfully sacked Constantinople.
Zulu: Like I said, I don't normally play as a warmongerer, but they seem very good at that indeed.
Really, I'm like seancolorado - I don't have a least favorite, just a 9th favorite.