I'd say go for Chersonesos/Pantikapaion. Not so much for the Bosphoran Heavy Archers as for all the Scythians. From what I remember of your comments in other threads, you're not much of a horse archer guy - why not give them a try, play a different kind of battle.
Not sure whether the Sarmatians are likely to attack you; even if they do, foot archers on stone walls easily handle enemy horse archers, so defending your colonies won't be a problem.
Ipsos would be the more logical but less interesting choice.
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