I backed the original kickstarter
https://www.kickstarter.com/projects/1280484354/world-of-twilight-travels-through-anyaral so my original 3 factions were chosen for me Orel(Empire), Devanu and Delgon.
As you already have Empire and Devanu, I would highly recommend the Delgon as all three factions don't get on with each other.
i.e. you can fight with any two of them or even have a three way battle.
With the original kickstarter I also got the Trade Caravan as I just liked the look of the miniatures.
The second kickstarter was the Casanii, which ally with the Empire and Trade Caravan and so expanded what I already had.
Next I bought the Kedashi, just because I liked the look of the miniatures, plus they like most of my factions border the Argoran Wastes, so they all have a logical place to fight.
Finally I picked up some Knights of Relan, just to give me some different Empire Knights to play.