Which castle is the most advantageous to play as?

2 CerberuS
I disagree with you. How can you say that it doesn't pay for itself? If you're talking in absolute terms, then we spend 10K, and on day 6, it pays for itself. After that, it's all profit.

Going straight to the Capitol is a losing strategy. It's the initial problem for all beginners.
You can understand this by playing online. Even weak players from this site can "explain" it to you. The point is that while you're building up your economy, running around with 1-2 heroes without an army, your opponent will build up their army in the first week, and in the second week, they will start taking money-generating locations: medusa lairs, dwarf mines, naga banks (and crypts, of course, if they appear, but they can be taken even in the first week). As a result, your opponent will have a leveled-up hero, troops, and money. And you, while waiting for the Capitol to be built and for it to start generating profit, have nothing. And most importantly, you're wasting time because you're passive and not doing anything. As a result, they come to you and kill you.
That's just the reality of the game. I also want to note that even on Heroic level with basement maps, games usually last 3-4 weeks. So you won't be able to sit there unnoticed.