After another playthrough as Belgium, I have to say it's one of the easiest nations to play in Victoria 3.
You start way ahead, not having to rush railways, or colonisation, or any of the other "must have" technologies.
Belgium is both physically, and politically, well places to take advantage of Prussia, Austria, France, and England, even if you get screwed via the Conference of London; get your relations high enough, and most of Europe will follow you into a war against The Netherlands.
You're well positioned to start colonising Africa early, and if you can punch through to Sokoto (I went via Oyo), you'll have a ready Colonial Administration state with nearly £50m GDP. This is a game changer mid-game.
By late game you can start working on Afghan/Pakistan states like Makran, Kandahar, and Kabul, which will prop up your industry to carry you through to WWI.