Our path to power will involve at some point hugging one of the two Yuan's thigh. Everyone did that! We will have to, too. Sun Ce did it, Cao Cao did it and Liu Bei did it.
The Yuans were the top dogs, without question. In wealth, they had no equal, but there are lower ones on the totem pole that could be useful. Gaz already introduced the one of the Yangs of Hongnong. But there are also the Cui of Boling, the Li of Runan, the Lu of Kuaiji, the Sima of Henei and the Zhou of Lujiang which all held substantial posts throughout the empire and could offer patronage. All of them lesser than the Yuans, but considering their power that doesn't say that much.
But currently, as Thanatosra stated, Ding Yuan and Dong Zhuo are the major players we should be concerned about. We will likely have to pick where we will go. We have the offer of joining Ding Yuan and becoming an officer under him, which would have us fight alongside him, or help out against the Yellow Turbans in other provinces by joining Dong Zhuo.
Of course, there are likely other options, but I think this would be the next big choice for us.