Anywhere on the FEI except Greater Aenilia. Everyone except GA is at war, the frontlines are Zonasa/Kindara/Cathay, but Cathay's allies get to fight as well, they just have a bit of a hike in order to do so.
Obviously I think you should join Zonasa, since I'm ruler and all, but all of the realms except GA will give you plenty of fighting if that's what you want, with Kindara/Cathay/Zonasa probably giving the most.
