On the Cossacks, you'd actually be RPing a sort of confederation of loosely affiliated hosts, including a few that have their own planets. The Cossack krug (a sort of legislature) ended up being based in Budapest, but otherwise they maintain their own governments. Several of the hosts have their own infantry which, while maybe not as perfectly disciplined as regular line, are pretty formidable. And since Hungary is thrown into the deal as well, you'd get your line infantry.
On the Caliphate, each particular country within the Caliphate has its own troops, Persia probably has the most organized army with various European reforms, although not too many since Islamic scholars generally disapproved of such changes even during fairly progressive eras. Your main problem would be convincing all the independent states to organize their forces, since I doubt the Arab clans would be very eager to obey anybody, and...Well, yeah, none of your states are very obedient. They're basically held together by the Jihad.
Another challenge with the Caliphate would be research. There's essentially four distinct cultural areas (Arabia, Persia, Central Asia and India) within your empire, and you'd need to do a bit of digging on all of them to get it right. It's an intimidating proposition, but in return you get a powerful state out of it.
