Commanded Musketeer - you detach only 1 or 2 companies per
regiment, only from musketeers ofc.
I am amazed a little bit that asking "where to start" you focus on problems with divisional level organization (like Invincibles). In "Western pattern" division you need a regiment of reiters (or two) - so it's at least 2 boxes of them - and a regiment of infantry or/and dragoons. And that's needed almost regarless what you want to play (
I would just start dealing with some boosted skirmish set to feel a game. If you want to feel differences between factions (not participationg in tournament), after few games you can agree with your folks, that this time your forces play as
and not as
for example. And you can after that choose your final faction buying another command blister.
That's my personal thought from gamer's expirience and of course can totally ommit it