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One problem with Client State units, you can be keeping your own units from being too large to cause attrition in low supply limit regions (sieges in particular), but then a Client State unit will move in and cause attrition for both units.
Another problem with Client States for the Romans: the Romans can NOT build Roman Roads in Client State territory, which costs you one of the better advantages for the Romans in Client State territory. This also slows down bringing Client State units into action, particularly Rome's starting Client States. It also means if a Client State is on the border with a potential enemy, you can Not build the Roman Roads along the border during peace time.
(PS I tried building a Roman Road in conquered territory during a War and was unable to do so.)
It would be very useful to have the ability to attach a particular Client State unit to a particular unit of your army. As it is the Client State units have a tendency to wander around on their own, and fairly often get caught in battles where they are badly outnumbered, without the support of your own units.
It really depends on your location and goals for that game. Each government presents its own set of problems with tributaries/vassals/client states.
Swarming can also come with a loyalty downside if you take a large AE bite. I had swarmed all of the islands west of Rome turned them into vassals. Well, Carthage did not like it and DoW on me and brought a southern Iberian Tribe of 90+ cities as an ally with it.
About 2 months in the tribe bailed when it got attacked and in the peace deal gave me 58 of its cities without a single battle against it. It probably saw that I was beating the snot out of Carthage with 148 cohorts to about 120 for the two of them combined. That was a 60 point AE burp. I sacked Carthage, not once but twice, as a set of pirates with heavy ships took it (lolz, broken pirates in 1.2 Beta) I made peace with Carthage taking 85 of its cities. That was now good for 92 AE score YAY!
Next thing I know all of the vassals break away, formed new alliances and I had a huge problem on my hands. Those vassals were harder than the 2 larger powers. The vassals started forming mega-stacks for this fiasco. 9 island nations/tribes at 25-30 cohorts, that got as large as 125 stack at one point, takes a while to get under control.