Well, I got thinking. Just some rough notes, but here they are...
1st: Turkey
Being a corner nation, I've found Turkey is generally diplomatically simpler, but tactically harder. Personally I prefer the game like this, probably because my diplomacy is not as good as it should be!
2nd: Austria
The complete opposite to Turkey, you must be totally diplomatic. This in my opinion makes it arguably the 'purest' nation. In many of the others a bit of luck and good tactics can win you the game. In austria, if you don't get your diplomacy right you have no chance.
3rd: Germany
Despite pretty standard 1901s, Germany has a lot of different options. You generally choose to work with or against France/England or Russia directly, and expand from there. With it's ports in rather awkward locations, mobilizing at sea must be done with real care, especially to do it without scaring any allies!
4th: England
England England, well. I've rarely played *well* as England, but it has an uncanny habit of turning out good results. I think this is because with some suitable alliances you can make a very strong defensive nation, making outright elimination a rare outcome. With this I find England is also rather a tactical nation, because, once you've got started on the continent, England can be largely self-sufficient.
5th: Italy
I have to say, I do quite like Italy. However, its down here because I'm generally not successful. Tactically, it really does matter which alliances you make. With the first choice generally France or Austria, implying war at sea or on land respectively, it really does pay off to show trust and assist your ally. Its all very well commanding the strongest southern navy, but if Austria wants to fight as well you rarely have much say in the outcome!
6th: Russia
The massive nation of Russia. Four units make it rather different, as do the ability to build fleets at 3 locations [ sev,stp(n), stp(s) ], with three different implied enemies. However, despite frequent good starts, I have trouble with the Russian midgame. Whilst obviously the main issue is poor diplomacy, I think this is partially due to the optical illusion of Russian size. The territories in the top right of the board are much larger than those in other area's and so Russia appears much larger than it is, especially if it takes Scandinavia.
7th: France
As with Russia, france can make a good start, with two 1901 builds common, 3 not rare. However, I have trouble converting this to a strong midgame. I'm yet to work out how france "should" be played, and as such can't really say where I go wrong. I think this is due to poor 1901 diplomacy, as I often make it through to 1903 only to find my neighbours have been rather more decisive in their conversations, and its only a matter of time from there.
--------
Wow, that was longer than I thought it would be, but anyway. Just to clarify, where I say less or more diplomacy, or that a nation can do well on its own, that doesn't mean I don't think getting alliances is a bad idea, just that you have more chance of getting away with it if they go badly!