The poor, challenged, son-of-a-gun got thrown into it after Gaius Caligula was shanked. Noone expected him to do anything right. He promptly proceeded to fix a bunch of the problems that had been piling up since the second half of Tiberius' reign.
And he had some experience managing Small Wars in Britain and Dalmatia (now the Balkans).

The Dukes of Venice of the Fifteenth and Sixteenth centuries (collectively) rate some consideration also. They had a good grasp of the instruments of power even if they didn't use our terminology.

Ronald Reagan is a worthy nomination, but probably needs some time to historically season.