Lol!
My favorites are:
1) Germany
2) Japan
3) Russia
4 tie) UK or US
Germany and Russia are the most challenging, with Japan being the 3rd.
This is because G and R dictate the game and are in the most trouble from rd 1 on. UK and US sort of just fill in the gaps and back Russia up, either supply forces to Kar or to open up a second front on G.
And likewise with Japan, you must take the pressure off Germany, whether that is full court press on Russia or some other strat where you can get the US or UK sidetracked. Either way, no matter how good the Japan, UK and US players are, if the G and/or R players aren’t any good the game will be over quick.
UK and US are probably the easiest to play for newbies, since their capitals aren’t really in trouble. IMO, Japan has too many responsibilities in helping out Germany for it to be played by a newbie (if all other players are experienced).
UK, US, and Japan can also be the most fun though because you can get away with buying some high powered units like bombers and fighters, and you can play around with navies too depending on each game.
I really like the US when playing a Pac strat or KJF, but it can be done so rarely (at least from the start) and is very much dependent on what G and J do on rd 1.
Basically it really depends on what you are looking for game to game. I agree with Biofury on “it depends on what mood you are in…”.