The suggestions from others have all been good. Just to throw some more grist into the mill, here are a few other, more esoteric, possibilities.
It they don't mind starting really at the bottom of the heap, they could be Vedref. The Vedref are the farmer slaves of the Grazers. The original Vedref were captured from Heortlings and Tarshites in the resettlement period, but some would also have been taken in raids from as far away as Esrolia and Dara Happa (at one point the Grazers were allied with the Tarshites in raiding the early lunar empire). More recently some new slaves would have been added, and could come from almost any culture. The villages are largely independent, but have no specialized magic (I assume the Vedref still have access to some common magic, it is hard to prevent that much). They don't raise warriors, but that isn't to say that a warrior couldn't have been brought in as a recent slave, or even captured and enslaved trying to cross Grazer lands. So they'd come from all cultures, but would have the common goal of getting their freedom somehow. Then throw in a shaman who follows Folorene (is that the name? the contrary spirit) and Granval, who for some reason takes them under his figurative wing and entangles them in larger plots. Grazers can make great enemies, think of them as the latter era of the Mongols, haughty and ruthless overlords, honorable by their own rules but very dangerous to cross. The advantage here is that the Vedref have such a limited environment and magic that it makes introducing Glorantha fairly easy, and being a Vedref and showing initiative means death is never more than a hoof-beat away, so they should always feel danger is imminent.
The actual supplement supporting Trader Princes won't be out for a while (Jeff Kyer is working on it currently) but it sure is a good setting. The trader princes were originally western merchants who built a `silk road' type connection to the holy country, just south of the mountains through Maniria. When Dormal the sailor found the way around the closing of the sea, they were suddenly at a disadvantage. Now the coastal cities are booming, the Trader Princes are trying to control them, and fortune seekers and agents from all over Glorantha are flocking to these boom towns. Oh yah, pirates are attracted to them too, including the infamous Harrek (Q: When Harrek comes to your city, what do you give him? A: it doesn't matter, he just kills you and takes what he wants anyway). The advantages here is that there is a ready excuse to be from anywhere (including all of the core HQ homelands), and it is easy to explain why you are working together—you are working for one of the trader princes (or against one of them). There is less of the common enemy, other than fickle fortune which could wipe it all away at any time.
If you have players who want to be lunar, but you still want the lunar empire to be the enemy, then you might like the upper reaches of the Janube river, in the eastern part of Fronelia. You would have to do a lot of background work and your own culture definitions however, so I wouldn't suggest it unless you want to play the differences between the lunar religion and the actual lunar state. Basically some independent city states in this area were converted to the lunar religion before the syndic's ban, which isolated each section of Fronela for decades. To the west there is mighy Loksalm, a wizardly meritocracy (or so they say), nearer is the pure evil of the kingdom of war. You have bear hsunchen (and rheindeer ones too) to the north, and of course the lunar empire to the east. The empire wants these cities, the cities do not want to be had. I think this area is just screaming to be developed as a setting, but I don't think it is in the plans. So it would give all sorts of potential for strange magics and weird goings on, but as I said, you'd have to create most of it from scratch.
In more developed areas, I think both In Wintertops Shadow (the tarsh exiles) and Thieves Arm (in Farthest (alda-chur and so on) could be adapted to what you want. In the former case, various opponents of the lunars may have sent agents to work with the exiles, in the latter various factions may be working in Farthest, where the lunar control is somewhat indirect, potentially allowing better development of covert operations.
What ever you choose, it sounds like you'll be having a lot of fun.
--Bryan
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