What Greek military hero do you admire most?

[M. Caecilius]

Other than those, Cleopatra and Mithridates, it seems the Greeks were rather tame ...

I think no individual country put up more resistance than the Macedonians: Three wars against Rome and one final revolt.

Rome had some major trouble with the Samnites, too. Again, three wars, plus Samnite involvement in the Second Punic and the Social War, and all spanning a far longer time than Rome's involvement in Macedon (ca. 340-88 B.C.). Rome suffered some of her most humiliating reverses (the Caudine Forks) against the Samnites, who even challenged her when Rome was virtually the hyperpower of the Mediterranean. The Social War could have been disastrous.

Judaea was another trouble spot, too. Two major revolts and sustained, ongoing opposition throughout, at least until Hadrian began the diaspora.

Individual Gallic tribes kept uprising until the Batavian revolt, where the Lingones and the Treveri participated. The latter had tried already under Caesar (Indutiomarus), possibly during the early reign of Augustus (Titelberg garrison?), under Tiberius (Florus) and then, ultimately, during the Batavian rebellion (Classicus and Tutor). The revolt of Florus was rather anticlimactic, but the sentiment was there; Classicus may have started out fearing for his future because the Treveri had supported Vitellius, but soon the druids and Gallic sentiment got involved. The Treveran propensity and talent for fighting is made clear in Caesar and Tacitus, who recalls they claim Germanic descent, even if they never stood a chance once Rome could actually concentrate her forces (Indutiomarus attacked Labienus in his winter quarters, Florus' revolt never got really started, and Classicus took the opportunity of the Civil Wars and the fire of the capitol).

And let's not forget the Parthians: their opposition was good enough to avoid being conquered. Crassus and Antony were only the beginning of the hardest lesson for Rome: Don't attack Parthia. Even Trajan's successes were short-lived. And their successors were even more of a problem for Rome, as they took the offensive.