Exterminate the Illyrians and/or the Athenian cities immediately to your southeast. For the Illyrians, at least liberate all the Illyrian-held Macedonian cities and then do any missions that changes an Illyrian city to a Macedonian city culture-wise (I think there's just one). That should put the hurt on them, though they will probably occasionally still raid you. It might also be worth subduing the Paeonians (grey guys to the north) because their cavalry units that you can recruit as mercenaries are sick. Use them to garrison borders you want left alone, and occassionally use them to steamroll skirmisher raids.

If you haven't done so already deal with the nearest Athenians then head east to liberate Macedonian cities from the Chalcidean league (but put off finishing them off if you can; going beyond the non-Macedonian cities can quickly bog you down because they have few farms and an Athenian stronghold in the middle).