I choose Tien Chi default because i just simply love Imperial Troops and Imperial Consorts; Marignon Diabolical Faith because of Goetics (and its wide variety of spies and assassins), and Man's Tuatha because, well, i always play them as 3-luck/3-magic and i like that extreme, unusual combination - though there is no good reason i can't pick those scales with another nation, its a bit of roleplaying mixed in with the Tuatha seemeing to be closest to 'good guys' in Dom2 as you can get. It seems my preferences have something in common - infiltration, spies, unrest, and/or assassination
. I generally prefer attacking indirectly. Against the computer, 10 Consorts, 3 or so to each fort, will literally shut an empire down in a handful of turns, and cripple his economy. Spies tend to be uncovered somewhat more regularly - it takes a very large patrolling force to uncover +30 stealth units.
Imperial Troops are quite like Pythium's and Ermor's legions, in that they are moderately armed but highly skilled. Overall this is a better combination in practice than one extreme or the other - Ulm's troops have great armor but only average skills, terrible defense, and poor morale. Imperial Archers are well protected from counter-archer fire, which is rare for ranged.
Marignon's easy access to blood makes it easier to buff their assassins with contracts and weapons that any other although the Abysian Slayer is a better assassin overall, (and oddly ive never had any luck with Machakan Spider Warriors despite their high cost). Personally i think Marignon as a blood nation is just plain better than Mictlan because of the cost efficiency of Goetics and the fact Marignon's base troops don't suck. And eventually you can move to Succubi assassin builds.
With the Tuatha i don't find much to be excited about, but i seem to play them frequently. I generally find Man to be dull, but something about the Tuatha keeps me coming back for more.
I've been having more and more fun with R'yleh recently. I haven't really found a set of scales and magic paths that just fire me up, but for some reason Meteoric armor and hybrid troopers are just interesting enough to keep me coming back. The Traitor Prince and Illithid Lord are both very powerful thugs.