Which servants should I level?

Prioritize Vlad. While you already have a great pair of Zerkers (Cu Alter & Herc), Vlad is a good Berserker to pair up with Chloe and Emiya because he's an Arts-based Berserker that has a really good Arts NP that can also generate stars on top of that. If he can keep getting his NP out with an Arts team he'll be an invaluable asset when it comes to challenging fights and you need something between tanky and deals a lot of damage.

Afterwards, go with Martha who provides a good amount of support as well as a nice taking role, and can debuff enemies as well on top of it. Then go with Anne & Mary last for good NP nuking potential against tough bosses.

The only one i'd probably level is Martha if thats the Rider version, but for door farming and i think she has a debuff remover too if im not mistaken.
You already have Ridertoki for ST and Hercs more reliable then Vlad i think and when i tried using Vlad a long time ago his NP gain sucked. A lot of people had a 50/80% NP CE on him.
As for Anne Mary i have no experience using them but the NP mechanic looks cool.

Martha gives debuff utility. Vlad is good only with an arts team. Anne mary ia difficult to use and kintoki rider is better usually.