It's mostly off personal preference, but an easy rule is focus on ones that directly replace a core unit first. Belinda, Rorone, Miranda, Odette and Lieselotte are exact class replacements that are good for their slot. Shiho, Chloe, Rikka, Fran and Lucia are also helpful if you don't have something better in that class. None of the others are a priority, but where you start really depends on what you have already.