Which castle is the most advantageous to play as?

Capitols are not worth building for two reasons: 1) They don't pay for themselves. 2) Even if you somehow manage to build a capitol, it takes up the entire first week. As a result, you fall behind in army development, and essentially you spend a week doing nothing. You can't explore dungeons, fight monsters, etc. In the end, you give your opponent a one-week advantage, which is comparable to losing the game overall.