I haven't played as all the nations, but many are fun. Argentina has been taken care of, but playing as China offers something very different. A competent India and/or Pacific Russia is your biggest threat. I personally like to wrap up Pacific Russia quickly and go southward towards India /Oz. Otherwise, open aggressively into Lanzhou towards Bangladesh/Indian Home SC. Japan needs to be yours fast, or you're already getting a slow start. Starting conflict and a bounce between Oz and India in the first turn is a great idea.
Playing as Frozen Antarctica and Oz are pretty straightforward. Most of the time, it's war between the two. The home SC's are just positioned poorly for attacking anywhere else first. After wiping out one, move onto the closest SC cluster (Southeast Asia or Southern Africa, maybe Argentina).
Europe offers a very interesting position. It isn't very strong at first, but can be potent. I haven't had great success with it, but aggressively attacking the Near East and then North Africa works well and helps with fending off Russia. Diplomacy is a necessity here. It's best if Ghana and Libya are fighting, and Near East and India are fighting. Grab SC's fast, and you may be okay even if you can't hold them. Russia is your biggest direct threat.
Western Canada is particularly strong. It is one of the strongest nations on the map, second to perhaps Kenya. Securing Alaska and the Northwest are good ideas, and usually bouncing around against Quebec works well. The United States is a bit weak with multiple angles to cover and one unit generally moves south for a SC in the first year, strengthening WC in terms of position. If you can make peace with Pacific Russia and cause conflict between USA and Quebec, you'll be in great shape.
For Quebec, peace with Brazil is good, and causing conflict between Argentina and Brazil will keep Brazil out of the Atlantic. Grabbing Godthab in year one is standard, and WC often poses the biggest threat. If you survive and are one of the two North American nations left, wipe out the other one. Moving into South America is fairly common, but moving into Europe is also another route, as England can be left undefended.
USA requires strong diplomacy to ensure you aren't off to a slow start and that none of your North American rivals grow too quickly. Of course, start trouble with Quebec and WC, and Argentina and Brazil. It's hard with multiple openings and paths to take, but focus on one path and grow from there. WC and Quebec are most lethal to you, so take them out fast. Brazil is a curious ally here, as he can either take your centers or take Quebec's.
Kenya usually takes out South Africa first, and having 3 units versus 2 units often sets Kenya up to a strong start. The African continent has a good cluster of SC, making Kenya a nation that grows quickly. Stall Libya with either the Near East or Ghana and take Mozambique in the first couple of years. Beware of India. Beyond that, just go.
South Africa is a difficult one. Secure friendship with 2 of the following: Kenya, Frozen Antarctica, or Argentina. You'll be racing FA to the South Pole, and racing Kenya to gain a secure foothold in Africa. Ghana will also be very wary of your fleets. Diplomacy is key.
Ghana is a decent power. It can also grow quickly, if South Africa and Europe are not extremely ambitious. A 3 SC build in the first year is fairly common. If you can outmaneuver Libya, you're off to a great start. Watch out for South Africa and his fleets. That one ocean tile can be the end of your empire. Europe may seem weak, but is deadly when controlling the Mediterranean. Stir up trouble with Europe/Russia and South Africa/Kenya.
Libya is tough, but is surrounded by SC's. Like USA, pick a direction to focus on. In fact, you have even more options. Use diplomacy as your best friend, and talk to everyone. Someone is bound to figure things out about the 5 nations near you. Personally I like to befriend the Near East at first while limiting Ghana or Kenya. Both are big threats when they grow quickly. Figure out global politics quickly to figure out which one is off to a faster start.
Near East is a nation that is odd. No fleets at the start. Therefore, immediate weakness to Europe's Italian fleet and fights over Afghanistan and Armenia. Libya is too close for comfort, but your strongest ally in the first few years. Pick a direction and focus on it. Beware of India, as India can grow too quickly with Chinese/Pacific-Russian conflicts. As much as you may want Libya out, having Libya out means a stronger Kenya and that's not good either.
Russia can get 3 SC often as well. Scandinavia is fairly easy to secure. However, you may or may not get Armenia and Pacific Russia may be a pain. Europe is weak at first, so watch out. Near East is not much of a threat with an isthmus to attack you through. Beware of Pacific Russia and watch his builds. That will give away his plans. My advice is to attack Europe, although Europe can also be a good ally. Far enough away and a useful ally in breaking the isthmus that holds you back from the Near East.