The most challenging I find OKW.. Like SPiiTFiiRE88 described, I also just suck with that. Also I don't find it really appealing. Maybe it's also since I don't know how to play effectively with it.
The most appealing I find USF or Ostheer. Although USF has paper thin armor, I enjoy Jacksons. They are so deadly when microed properly. Ostheer has some cool toys like Tigers and Brummbär

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