Greece today is supposedly so much weaker than it was 2,500 years ago is because there has been quite a bit of change in that time, to put it simply. All the other roughly comparably empires from that time are also relatively minor players. Egypt, Iraq, Iran, none of those are really major powers either. Modern Greece takes its inspiration originally from the Byzantine, or Eastern Roman Empire. In 1453 the Byzantine Empire was conquered by the Ottoman Turks, and Greece was a relatively stable part of the empire for another 400 or so years. This all changed with the rise of Napoleon after the French Revolution, and with him a sense of nationalism for one's country. The culturally european greeks were very different from the middle-eastern turks, and so they revolted in 1848. So essentially, the current Greek government is based off of one formed in 1848, as opposed to, say, 500 b.c.

This is a huge question and far too broad really to answer effectively here. However, I do highly recommend you look into the rise and fall of the Greek world, which really runs over a period of almost two millenia. Suffice to say, the Greeks lasted as a major cultural influence in the Eastern Mediterranean until the Arab invasions of the 7th century, while they survived as a major cultural influence in Asia Minor and the Balkans until at least the 15th century when the Turks finally subdued the remnants of the Roman Empire. In between that, they were conquered by Rome, had their culture subsumed into into the Roman identity, started calling themselves Romans, and finally, were the lasting remnant of the Roman Empire until 1453.