To be fair to all choices, none of these are like clear cut wins compared to everything else. Pretty much every option has some hefty roadblocks waiting it ahead. In Marienburg there's the struggle that is facing down the horrors of Guild enforced monopolies. In Bretonnia only a fraction of its people and territory would truly give you any form of recognition without immense effort. In Sylvania you face far more active threats in return for an oppressed population that could become an unbreakable block of support.
In the east you look to provinces on the Empire's frontier that struggle in terms of financial and industrial power under constant siege from Beastmen, Greenskins, Norscans, Chaos, or Sylvania. Kislev is and always will be widely insular on top of being forever in a state of recovery from Chaos invasion (though Boris will help immensely once he takes power). Shooting south to the Border Princes will net you near complete freedom at the cost of enough Orcs to make you grow violently ill from seeing the color green. Even staying put has you at odds with the college and likely watched by distrustful Sigmarites.
It is a question of which you feel is worth facing down for the returns.