I've recently completed the "defeat all levels trice" achievement, so I am now free to play whatever is the most optimal.
I currently have skip level advancement at 5 to skip most of the levels.

But I was wondering which levels I should play, and which ones to avoid?

My favorite levels are between Far Land and Australia. Netherlands is pretty decent too. After that it gets pretty sloggy until EH. Of course you need to get to Far Land, and I would typically jump there using the same few early levels, notably War of the Worlds, Final Earth, and Geopolitics.

For hardened levels, I typically do Far Land, Old Town, and Scandinavia.

Nowadays I'm just doing every normal level until Netherlands or so (plus EH of course) but I'm not trying to be efficient.