For baktria:

North - dangerous
East - Ideal
South - good
West - DO NOT GO WEST!

at least not at first, or if you cant resist, you will have to whipe out the Pajama Pahlavi quick but they generally dislike you, when you take antiochia margiane, or however that temptingly close settlement to the west is called. War with the Seleucids comes either way, the saka are a very likely enemy but the Pahlava are not likely to attack you if you leave your hands of that city. Afterall that would rob you of all the fun you'd have fighting them Cataphract vs Cataphract^^