I have really enjoyed the game! Never completed an entire campaign without being distracted by a new one, but here are my favorites:
Bretonnia- first faction I played as (of course

) and they were fun to play as, but building up the city buildings to get the high-level units took soooo loooooong. I kept having to fight battles with loads of peasants and not nearly enough knights!

. Also invaded Athel Loren once... and got two armies decimated. Haven't been back to the forest since, but I do love running down Beastmen with the Bretonnians!
Orcs and Goblins- super fun to play as, I really enjoyed these guys. I have only played as Grimgor but am looking forward to playing as Da Prophet next. That aracnarok spider is probably my favorite unit in the campaign and the single-battle mode.
Vampire Counts- I have only played slow-and-cautious campaigns as these guys, to maximize the damage that vampiric corruption does, but they were so much fun! Loved the units and having super strong air force games! In both games I played as these guys I was able to bring both the Empire and the Dwarf Kingdoms to their knees (and then promptly got steamrolled by Chaos both times). That being said it brought up an interesting conundrum: as the Vampire Counts I was now the "savior" of the old world by defending and sacrificing my armies to keep chaos out!!!
Thinking about getting TWW2 at some point... gotta play those Lizardmen!