The older empire figures are great! That's where I started with Empire.
Are you into converting? I took the first 16 spear guys, and swapped 12 of their heads for each figure to look different. If I recall, the handgunners are a bit more difficult to do that with, so be careful if ya go down that route with them.
As for doing a province, what do you have painted already, and what province are you interested in painting currently? I mostly tend to painting Averlanders, Marienburgers (different colors schemes), Wissenlanders (and maybe someday some Solanders), Stirlanders, Tileans (green, purple, and yellow, but maybe red & white too), and Matoreans (orange and blue).