Thanks @Alexander for the tip, it worked really good.
Also, thanks GiftGrun for responding. Which faction in your experience is the hardest to take on?
Also, how do you deal with recruiting shortages, as well as strategically placing troops to be able to effectively counter raids. As well as what troops types and how many of them do you have this early on.
1. Up North, the city you take from Bardylis is constantly under attack from mainly peltasts( I've seen up to 10 units in a group before, totaling 100 individuals units), as well as Paoneia's large Calvary units and archers.
2. Pella and my starting Macedonian cities become under attack from Athens, but I seemed to have ceased that since I siezed Methone and Pynda.
3. Now it seems I've gotten the attention of the Tyrants of Pharae, you now send armies and naval squadrons to attack me.
Again, thanks for responding! Soaking all this in is really helping me become a better player since I started playing
Unfortunately, I'm the type of player who says "When all you have is a hammer, every problem starts to look like a nail.". Meaning I hardly ever build any Macedonian unit except phalangites and the special units you are awarded. Marrying the Elimean princess gives you a boost to your Companion cavalry (19 + 1 general), and your hypaspists start out with 45 units which are nearly impossible to kill, especially by missiles. This makes them the elite siege unit, but catapults make short work of enemy walls as well. In the late game you'll have the money for batteries of 10 or 20 catapults for one city, but for now use the old siege equipment from Elimea and maybe one or two catapults that you can build once you take Olooson. I find these units plus however many phalangites I can afford together with one or two scout cavalry and spearmen for garrisons to be the strongest when you have more money than recruits.
I've started a new game yesterday and now I am past Bardylis, and conquered Tymphaia (well, it rebelled), Pelion and soon Diabolis in the west, Amphaxis (unwalled) and Edomene near Pella, and Mygdonia deep in the Chalcidian League for ... uhm, well, just for shits and giggles. Pydna and Methone are valid first targets as well, consider taking the other two Macedonian cities near Mount Olympus (Dium and Heracleum) because they are Macedonian and usually ligthly defended. Heracleum belongs to the Tyrants of Pherae at start, though, so if you have never met them until this point, chances are they were massing troops and will not give up Heracleum easily.
Which faction is the hardest depends on what troops are in the vicinity and how hard I failed at estimating the enemy's strength. Raids are usually never going to be much bigger than 100 men, depending on difficulty, but factions like the Thebans (Boeotian League), Sparta and the Middle and Eastern Odrysian kingdoms can field a rather large army for field battle as well as raids. Those armies are scary. 300 Theban hoplites (better than regular ones), an elite unit (as good as your hypaspists) and some peltasts for example.
After them probably the Tyrants of Pherae because they're massing troops (unlike the Illyrians for example who never seem to gather their strength to attack with units from the hinterland) and you are still comparatively weak and your forces distracted when you try to tackle them the first time. Don't be discouraged, though, taking Larisa is an important step and awards you the Amphictyon brigade as well as a big city for a lot of Thessalian cavalry (the city is Thessalian, the Tyrants just occupy it). The Tyrants don't have any cavalry themselves, though.
Countering raids is one of those situations where you can still issue a surprisingly far away brigade to come help you (make use of the run command early then they'll be able to run again when the raid arrives) most of the time. The important aspect is that you have some small counter-raid force in the vicinity to attack the enemy, even if it is suicidal, as soon as they are about to capture a city or mine, because that would lose you your road network and in the case of mines all the slaves within (they kill them). Attacking one unit of a raid usually makes the whole raiding force chase you down, so keep a scout cavalry ready for a quick hit'n'run tactic. They are great at stalling the enemy until the phalangites arrive.
For large groups of peltasts, they are best countered by cavalry charging into them, but don't expect wonders. Scout Cavalry lose 6v10 against peltasts unless they use their charge bonus, which is considerable.
Athens will always send ships from cities near you to harass you at least once a year, unless you have a defensive force to take them down, and even then they'll try. They have cities all over the Aegean islands, and the money to build lots of ships. If you don't have the money to build four triremes, don't even bother, they'll usually sink your fleet since theirs is faster (Athenian triremes > the regular ones you can build) and naval combat revolves around maneuverability. Thankfully, the AI is not the smartest at times, though.
The problem with Heracleia Lyncus I think is that it's attacked from two factions, so conquering a city from either Illyria or Paeonia to distract them and instead make them target two different cities with their raids is the only solution I can think of.