If you want to go for underdog win but survival at the same time, choose Brazil or Australia that have terrible armies but start really far from the major powers, or Romania by using the backstab strategy (ally with the great powers while using your decent economy to build up an army to match theirs before turning your back on them), although the latter is more risky (but more fun and quick).
"As long as there are sovereign nations possessing great power, war is inevitable." Albert Einstein
"Giving up is not an option in war, for it proves one's incapability and incompetence as a leader." - Me (Little Racoon)
"Giving up is not an option in war, for it proves one's incapability and incompetence as a leader." - Me (Little Racoon)