Parthia might have a hard start, from what we saw in Jack's Macedon playthrough allies and clients jumped in to help out with Epirus, and Parthia is surrounded by Clients of the Seleucids. Might be wisest to go north first, or into independent (but still large) Bactria.
All of the Greek States from the DLC are going to have a tough time of it. Sparta starts without a port, fighting a larger enemy in Epirus but boxed in by Athens to the East, who are a client of Macedon your ally, any aggression towards them will likely result in Macedon bearing down on you too.
Epirus, my vote for hardest, will start with bad relations with Rome. At war with Sparta, an ally of Macedon. It seems likely you'll be fighting Sparta, Athens and Macedon in quick succession, or worse - all at once.
Athens starts with few viable expansion routes and is tied diplomatically to Macedon. You'll have to break free from their bonds but need to build strength somewhere else first.