That depends on the period, like
@Benevolence said:
Antiquity: The Phoenicians, though managing the Athenian empire would be satisfying as well. China post-unification is interesting, but I wouldn't have enough knowledge to do it.
Early middle-age: The Visigoths, for sure. I'd love to see them survive. The abbasids and Ethiopia are very promising too.
Late middle-ages: The Byzantine empire. Maybe Venice and Majapahit.
Early Modern Period: Portugal. Any other options are invalid.
Late Modern Period: Austria.
Post 1800/industrial era: France or Spain. So much potential with these two...
Edit: Minor auto-corrector corrections, sorry.