My funnest games are usually as Aegon the Conqueror.

Usually I start at the AFFC point, defeat the Boltons (using that stack of mercenaries the IB loan gives you), give the lordship of the North to some random Northmen (which makes everyone love me), and then get bored and quit. I've basically never left the North when playing as Stannis though. Stuff like protection in battles, curing wounded and maimed people, etc. In the version I played (it may have been updated?) you can burn anyone and there's a list of things you can do in the plot menu. And all my sellswords (which they give me) just start dying when they march in the north.

The money from IB does not really help either since before the war is over you'll be out of cash. Then Aegon kicks my sorry ass and I have to fight without the stormlands.

Its so hard :( I almost never find Rickon, and Jon will never join me, so the North does not really support me. What? I thought you could only do that with people of king blood? I suppose I have not played enough as Stannis.

Crusader kings 2 incapable