This is what I'm looking for:

A very challenging faction to play that is not island based. I want to be near very powerful enemies that are going to be plenty aggressive and threatening.

The only stipulation is that I want a natural heavy infantry unit(not mercenaries)

thanks fellas

Argolid federation: While Corith isn't really the big problem, you will early enough be exactly between Athens and Sparta (and those minor peloponnese standard-hoplite-and-peltast factions). Will let you stay occupied.

Aetolian league: Perhaps most challenging faction as it only owns two cities in the beginning and neighbours are the mighty Acarnanian and the even mightier Phocian League. Respawn rate set to 'none' for real challenge. ;-)

Chalcidian League: Occupying most of the Chalkidike peninsula, you will probably be locked between Macedonia with its mighty phalangites and the Odrysians. Bonus points if you don't build neither navies nor phalangites.

Paeonia: Although not having any heavy infantry unit theirselves, they can quickly conquer a small Macedonian city and expand with phalangite mercenaries, making the usual phalangite spam at least a little bit more challenging. Also here: Bonus points if you conquer the world without using any phalangites.

I agree with the Aetolian league idea. I've had a pretty fun game going with them for awhile now. If you don't build up a navy relatively early on (say after getting a foothold in the arcanians) it would be especially difficult. Presently i have most of the gulf of corinth and half of the peleponese taken. If you want a really fun sandbox faction to play that starts off pretty difficult the Aetolians come highly recommended.

Thanks guys, as a side note which factions have a unique battalion?

for example, companion cavalry, sacred band, and whatever the phocians have(not even going to try to spell it)

Quite a lot, I think.

Extract from globals.xnt ( * = unique unit):

peltastbrigade <-- the normal 10 guys
thracianpeltastbrigade <-- the tougher 30 guys
hoplitebrigade
greekhoplitebrigade <-- the Persian "mercenaries", less engineering, 50% higher food cap
* amphictyonichoplitebrigade <-- better attack and defense values, 50% higher food cap, 50% better missile defense Don't know if they're implemented in sandbox though...
illyrianhoplitebrigade <-- Better morale, worse engineering
phocianhoplitebrigade <-- Good in everything but engineering, slightly more expensive, 25% better missile defense, 50% higher food cap, twice as slow to (re)train
spartanhoplitebrigade <-- Slightly higher hitpoint value, bigger brigade, 50% better missile defense, 50% higher food cap, twice as slow to (re)train, more expensive, excellent morale
thebanhoplitebrigade <-- Slightly higher attack value, slightly more expensive, 50% better missile defense, 50% higher food cap, twice as slow to (re)train, very good stats overall
* sacredbandhoplitebrigade <-- Nearly unbeatable attack/hitpoint values, 50% higher missile defense, 50% higher food cap, all stats already maxed out, fast unit (between hoplites and phalangites), slightly cheaper
* spartiateshoplitebrigade <-- The same as sacred band, but twice as slow to (re)train
* messeniansbrigade <-- Quite sure they didn't make it into sandbox, slightly weaker than spartiates (slightly lower attack/hitpoint values, weaker stats)
phalangitebrigade
macedoniancavalrybrigade
heavygreekcavalrybrigade
thessaliancavalrybrigade
* generalbrigade
catapultbrigade
triremebrigade
atheniantriremebrigade <-- Faster, higher food cap
persiantriremebrigade <-- slightly more hitpoints
* hypaspistbrigade <-- Becomes the uber-infantry in campaign late game with stats like the Sacred Band/Spartiates, only weakness is the lack of stats and comparatively small number at the beginning; as fast as phalangites
* companioncavalrybrigade <-- Uber cavalry in campaign late game
* agrianiansjavelineerbrigade <-- Good anti-missile ranged unit
cretanarcherbrigade <-- Best archers in the game, weak, but strong ranged attack
militiabrigade <-- Nearly-unusable Pella militia
tribaljavelineerbrigade <-- weak in ranged combat, slightly better in melee
tribalarcherbrigade <-- weak in melee combat, slightly better in ranged combat
tribalspearmanbrigade <-- The ones nearly every faction uses as garrison
tribalcavalrybrigade <-- Better attack than the Thessalian ones, weaker in defense (shock cavalry)
persianjavelineerbrigade <-- So-so in melee and ranged combat
persianarcherbrigade <-- Nearly as strong as the Cretan ones, but less range
persianspearmanbrigade <-- Bigger, slightly more melee-capable spearman brigade
persiancavalrybrigade
sitaclescavalrybrigade <-- Quite sure they didn't make it into sandbox, although quite useful (because big) cavalry unit
sitaclespeltastbrigade <-- Same here
amorgesmercenariesbrigade <-- Dito