If I had to pick the 4 to abandon :p
Amazons, Tuleria, Liveria, Free Holds

Also, IMO, the Strategically least useful nations.

Underdark: We can't afford them to falter or the demons have a highway to anywhere in the world.
Goblin Holds: Has Xixis, a significantly powerful mage.
Rheinfeld: Can't afford them to falter or the demons have a direct line on Renalta.
Imperium: Powerful mages once more.
Renalta: Self-explanatory :p