Total War: THREE KINGDOMS

The three bandit factions in the game are Zheng Jiang, Zhang Yan, and Yan Baihu (free DLC). Zheng Jiang might be the fastest of the three, as her infamy gives extra prestige. Yan Baihu has pretty good units and starts with two strong characters, but his White Tiger Confederation resource only helps with research rates (in addition to being kind of unwieldy), so you'll essentially be playing without any strategic or tactical bonuses that most other factions get. I haven't played Zhang Yan, so no comment there. Edit: I have now played Zhang Yan for a bit, and these are my initial impressions - being able to trigger an ambush on an enemy army every time you attack is really, really nice, but seemingly can be countered by the encamp stance. Being able to negotiate with Yellow Turbans is an interesting idea but wasted because there are only 3 Yellow Turban factions in the main campaign (and I think only one in the two other dlc campaigns Zhang Yan is in), all of whom are kind of far (outside the starting diplomacy view range), tend to get wiped out quickly, and even if you did reach them, they still have to be at a certain rank for any of the options to show up (including sending and receiving payment). The main upgrade chain of the unique building is pretty good (increases to income from post-battle and settlement sacking). The other upgrades are kind of garbage, especially since it looks like you can only have one hideout, so you have to choose one of the three.

Bandit factions are very different to Han factions, and you'll likely have a bad time if you try to play them the same way. Some things I learned while playing are:

• Banditry will be your primary source of income. More on this in following points.
• Commandery development will look quite a bit different. Bandits get some unique building chains but also lose most of the Han building chains. Pretty much every one should have a bandits building, which provide both banditry income and a bandit garrison. You'll also want labor chains to increase your population as quickly as possible. Tribute halls are really good, increasing post-battle and tributary income. For other slots, commerce is workable as a secondary source of income. You can go land development for a little extra food production, but it'll be harder to get peasantry income off the ground. Industry income will likely be almost non-existent, and not worth building for in most cases. Note that bandits can use Han buildings without penalties, they just can't upgrade them. So if you manage to get your hands on a level 3-5 workshop, for example, it may be worth keeping it and building that particular commandery for industry income. The only exception to this is the administration building, which automatically gets converted to the bandit version that increases research rate at the cost of corruption.
• Similarly to the last point, bandits have their own version of resource counties, in most cases replacing their normal income and food production with banditry-based income and food production. Bandit resource counties also get a special building slot (so even if you have a level 5 silk trader, it might not be worth the tradeoff). Nearly all of them should be black markets to boost banditry income. If you're playing Yan Baihu, you can go for Shanyue camps in food commanderies for food production and Yue units instead. Mustering grounds are okay on the front lines as bandits have pretty abysmal base replenishment. Preparatory camps are fine if you need to push your research rate a little further. Food tents should only really be used after everything else for the prestige bonus.
• Exploit Share the Spoils. It's a unique army stance that boosts banditry-based income and food production in a commandery by 200%. Keep only as many combat-ready armies as you need (you should really only need 1, maybe 2 in the early to early-mid game) and use the remaining army slots on 3-character no-retinue economy boosters. Make sure they never get to 0 loot, as that will then prevent all income generation in the commandery they're in. Choose characters with high cunning (blue stat) for your economy boosters, as the higher their cunning is, the more passive loot they generate and the longer they can stay in Share the Spoils stance (there's also at least one ancillary that gives loot per turn, those should be used exclusively on economy booster armies) If they're on the border between you and another faction, you can send them over and switch them to raid stance to more quickly generate loot, then bring them back to spend it again (does not work with allied factions or factions with whom you signed a military access agreement with).
• Keep loot (replaces supplies for bandits) levels mid-to-low on combat armies. The more loot an army has the slower they'll move, up to either 15 or 25% slower at max loot (I forget exactly which). In addition to more movement range, at low loot levels, an army will also gain scare, but will also decrease the satisfaction of generals in the army. At 0 loot, the army will gain unbreakable but also suffer from attrition. Manage your loot according to your needs, but it should pretty much never be above 50% if you're planning on fighting with them (use Share the Spoils to lose excess loot).
• Keep public order low. High public order will actually decrease banditry income, as well as increase recruitment costs. Low public order, on the other hand, decrease recruitment costs and increase replenishment. If you have a bandit garrison or level 2 resource county, you shouldn't have to worry about revolts. There's no reason for public order to ever be above 0. That being said, bandits weirdly don't have too many ways of decreasing public order in their own commanderies. Your best bet is probably increasing your population. Somewhat related, you'll probably want to upgrade your settlements as quickly as possible. In addition to the normal effects, at level 7 and above cities become anarchic, decreasing public order but also increasing corruption. I usually go either level 7 or 8, depending on whether or not I need the 6th building slot. You can also try being at a deficit for food. It doesn't seem to affect bandits as badly as it does Han factions, but you also won't ever be able to build up reserves, causing all of your sieged territories to immediately go into attrition.
• Tax levels work a little differently for bandits. Income modifier is roughly the same, but instead of modifying food production and public order, you instead trade off between character salary/satisfaction and unit upkeep/morale. Most of the time, you'll probably want this in the middle. In some cases, particularly when you're at peace, you might get more out of disbanding armies and leaning towards the character side. Once you have some satisfaction modifiers (particularly towards the late game), you'll probably get better profits leaning towards the army side as well as a small tactical boost. Note that banditry does NOT get affected by tax levels, so any income changes from this will most likely by marginal compared to Han factions.
• Utilize mercenary contracts. In addition to whatever you negotiate, you get an option to sell any commandery you capture to your mercenary lord. This option usually provides the largest amount of gold, and is an excellent option if you're not prepared to expand. You also get fame and fortune for fighting battles with your target. The higher your fame and fortune is, the more likely the gift event will show up, and the higher the rewards will be, up to iirc legendary ancillaries and 2000 gold. You can also cancel it after 10 turns without generating treachery, though you will still suffer an opinion penalty with your former lord for breaking the agreement.
• Tributaries generate about a vassal's worth of income without modifiers, but nearly everybody will be stubborn against this agreement at the beginning. It's not a treaty you can negotiate either, only demand more concessions from. Military strength seems to be the primary modifier to willingness, but you can also beat them into submission. If you want to demand tribute as a peace condition, just select it when negotiating with a warring faction (the game will tell you that the two are mutually exclusive, this is because you automatically sign peace if the other faction submits to your demands for tribute). It's under diplomatic treaty options.
• Poison arrows and stalk are amazing. Poison arrows do the least amount of damage of all the arrow types, but they significantly slow down any unit they hit. They're even able to shut down cavalry charges. They're extremely effective at isolating enemy units and messing with their formation. I tend to do a 1 poison to 2 normal arrow ratio in my armies to maximize damage and effectiveness. Stalk allows a unit to be in stealth anywhere on the map, not just in forests. It's especially nice in sieges to keep from getting hit by arrow tower fire as you approach.
• Bandit characters replace some of the skills with bandit versions. They generally have more effects in battles and running around as a general on the world map, but are absolutely awful at administrative duties. Fortunately, you can hire Han characters, so be on the lookout for good sentinels, champions, or strategists in your character pool to fill your underling spots (try to find traits that boosts income from all sources).

I was going to write a in-depth guide, but that was getting lengthy (even this went on much longer than I intended). I'll update with a link or something if I finish it.