My simple WRE Very Hard/Legendary playthrough

Introduction: abandon the provinces
The greatest challenge to playing as the WRE is that its territory is huge. Figuring out where to place and raise armies, which provinces to place governors, and which buildings to improve. My concept was to eliminate that deliberation by abandoning every province but one or two (One makes it easiest) on turn 1. Make sure to demolish any buldings that are in the settlements you are abandoning as this will add money to what you already gain. (This is a little tedious but necessary). After turn 1 you will have an astonomical amount of money to spend at your leisure to improve your province.

Choosing a province
it is best to go with one that is geographically easier to defend, difficult for the enemies (especially the Huns) to get to, and has good financial prospects especially allowing for trade with the ERE to continue. It is extremely lucrative considering the bonus you get from staying trade partners for a long time as you are partners on turn one. You will need to renogotiate a trade agreement if you abandoned Mediolanum.
It is important to make sure that when you choose a province on turn 1 that it has food, and the potential to have food: high fertility, wine, olive oil, or fur luxuries.
The Iberian, and Italian peninsulas are natural bottlenecks and don't get a lot of traffic from hordes. Africa has less enemies nearby than Gaul or Germania, and Berber tribes are not particularly powerful. Britannia is especially difficult though not impossible due to attacks coming on turn two on your ports. Gaul, Balkan, or Germanian provinces are poor choices.

Convert to Greco-Roman Paganism
The Theatre and Circus building chain not only add happiness, but also give you religious influence from Greco-Roman Paganism as well as a lot of money. You also have immediate access to all the tiers of its religious buildings which get very powerful at Tier IV (allowing you to choose from several options). Compared to the Latin Christian churches which become a financial burden and are on the weak if not negative side. Also you will not need to research the centre branch of your civic tech tree (the ones that cost money) in order to unlock a higher tier religious building. This is also aside from the fact that you lose some of the most powerful buildings in the game as you research the centre branches of the Latin Christian tech tree. Finally, as with all religions this one adds a passive +2 Sanitation to all provinces.

Keep it to one or two Provinces that border each other
The reason for this is that on turn 3 there will be rebellions from "desolation" and "uncertainty", put the rebellion down with an army you raised on turn 1 to defend your provinces and turn 4 there will be no more negative happiness.

Gear your army to best fight your neighbours

Steppe Nomads (Avoid the Huns!)
Weak against: Missile cavalry, Spear Melee Cavalry
Use superior numbers generally they don't attack garrisoned settlments, do not tax a province they are present in they will massively drain your food. Use your faction ability to buy units from nomads when you are at peace to gain their own missile cavalry to use against them.
Strong against: everything

Germanic
(armies greatly vary)
Weak against: Strong Sword Melee Infantry (Palatina and its upgrades), Heavy Cavalry (Scholae Palatinae, Equites Promoti, Equites Dalmatae, Scholae Gentiles)
Good against: Tends to spam Spear Masters and Germanic Crossbowmen late game.

Nordic Germanic
Weak against: Missiles (be careful of wardogs early in the game)
Good against: Heavy infantry

Celts
Weak against: Cavalry, Missile infantry (Sagitarii, Balistarii, Matiarii, Funditores etc.)
Strong against: Heavy Infantry

Berbers/Desert Kingdoms
Weak against: Heavy Infantry (Palatina, Legio)
Strong against: Cavalry (watch out for those armoured camels)

Easterners/Persians
Weak against: Heavy Spears, Melee spear cavalry (Equites Promoti, Scholae Palatinae)
Strong against: Sword Infantry, anything with low armour.

My favourite units
Balistarii
Cheap crossbowmen (missile infantry in general) with low upkeep are always an excellent choice, they come with a rapid fire ability. Crossbowmen are the best missile unit type in the game. Fast enough to skirmish and deal heavy damage.

Sagitarii
Dirt cheap archer unit with precision shot, give a lot for what they are worth.

Equites Dalmatae/Equites Promoti
Very solid medium cavalry armed with a spear and plumbata (throwing darts) and have the diamond formation (defensive for prolonged fights especially against cavalry). They are fast enough to chase down enemies, pin, and deal with enemy cavalry.

Foederati
Medium spearmen excellent as skirmishing with their javelins, and still fast enough be used to help out your cavalry in a cav-to-cav fight. Flank protectors.