For me, I'm particularly interested in doing ancient Japanese, honestly. I think there's a lot of interesting material there, and it's very different from the other two.
Celtic would be cool, but I don't think something that would be a good idea until a bit further in (later expansions), because otherwise it really starts to feel very clustered in those geographic regions.
Egyptians are of course cool, but they seem like too obvious of a choice to me; I'd rather do something more unusual.
Aztec or ancient Chinese are also really interesting, but I prefer the Japanese for whatever reason.
All in all, I'd love to do all of these over the course of new expansions, given sufficient time; it's a matter of order, presuming the game continues to have life in it over a goodly long period.
My inclination for the first expansion is to just do one new faction, and then to spend the rest of the expansion efforts on larger new gameplay mechanics that transcend one specific faction. New buildings for all, new general mechanics, etc. I think that's most interesting.
For the second expansion maybe it's two new factions or something. I'd rather the expansions not be formulaic.