The closest I got to the finishing line was playing the Seleucids and after annihilating Egypt, Greece, Parthia, Pontus and Armenia, I just had small pockets of Scythian and Macedonian resistance left to fight on the eastern part of the map. In the west Rome was still fairly strong but had lost its foothold in Greece to my armies. The lack of a real challenge at the end was illustrated when the Brutii attacked my full stack of Silver shields, Catas, Cretians and one Armoured elephant unit with 3000+ men and lost bigtime. Catas eat infantry for breakfast!
So for you that recognize this feeling I recommend downloading Rome:Total Realism. I started a campaign with Rome and things are very different. The Gauls are more challenging, the egyptians are a formidable opponent from the start and the campaign can last for 400 years!!! Add to that a whole list of unit tweaks, new units and new skins and it just gets better... Can't wait for 6.0...
This may sound like advertising, but I seriously recommend Total Realism for those of you that are looking for a new challenge, and a more historically correct one to boot!