I voted for UK. Here is my take on the countries.
Germany - Fun to be the aggressor, but really you are pretty much always confined to the same winning strategy. Plough east with Tanks and aircraft, and blitz through Africa. You don’t get much chance to be creative.
Russia - You don’t get to explore the map much. You are basically trying to get lucky in the West while doing enough to hold off Japan in the East.
Not much strategy either, just sit back and hope to get lucky or that your allies save your ass.
Japan - I find playing as Japan WAY too easy. As soon as you build a factory on the mainland you WILL take it. Pacific is really only a secondary concern. You won’t take U.S. until Russia is done, and you won’t get to Russia before Germany does. Really you just have to blast through India, China and Siberia then spend the rest of the game walking into empty territories.
U.S.A. - By the time you have finally mobillized the game is already decided. Of course it is always a challenge to try and change this, so U.S. is somewhat fun to play
U.K. - The best to play because you are the most important factor in the Allied effort. Russia turtleshells 75% of the time. U.S.A. takes too long to get in the game. Really your strategy with the U.K. is what decides the game. Because of the huge expanse of British territory, you can fight on multiple fronts all over the globe. In my opinion, playing U.K. gives you the most chance to be creative, and still have to watch your own ass.