Who to Level?

Hard to really say, without knowing which servants you currently have leveled. Dunno which roles you're currently lacking, or which of these servants could synergize the best with your current servants.

But without that information, I'm gonna recommend Nursery Rhyme, because she's more adorable than the other options. Also, I probably wouldn't be in a huge hurry to level up another DPS Assassin if I already had Shiki, and d'Eon is just too d'Eonish for me. I don't have Medea Lily, so I don't have a huge opinion on her. On one hand, I can think of some scenarios where she could be useful. But on the other hand, I probably wouldn't actually enact those scenarios too often. Dunno how often I'd actually use Nursery Rhyme either, but at least she's got the adorableness factor going for her, and maybe it could be fun to have a crit caster.

I really think Medea Lily is the one worth raising the most right now. For me, she was absolutely crucial to finishing the final Nerofest quest and she's also really good for the upcoming Salomon chapter for clearing those first turn debuffs the bosses stick on you.

The rest of them are all dependent on what you need. Nursery and Scathach are good farmers. D'Eon is a tank. Carmilla is meh if you already have Shiki. She has a buster NP and does extra damage to females, but unless she's NP2 or better, she probably won't outclass Shiki.

If you aren't interested in any of them you don't have to level any of them. If there are any you're interested in levelling just go with those.

If you need opinions though:
- Since you've already got Shiki (I'm assuming you levelled her) you don't really need to level Carmilla unless you'd like more than one dedicated assassin.
- You can level Rhyme if you don't have another AOE caster, and Scathach likewise if you don't have an AOE assassin.
- Medea Lily is useful for her debuff cleanse during challenge quests and demon pillar fights, so feel free to level her after those other two. Other than that though, healers aren't too amazing in most situations since most quests are never really hard enough to warrant having to heal often, and usually fielding strong NP-charge/star-generation/buffing supports works a lot better anyway.
- Tbh D'Eon is good for tanking and not much else. If you need a tank you could level her, though imo Georgios is better for that.

Its really up to your preference, though having servants to meet any needs is always a good thing. I personally try to have 2 of each class max leveled, one being an AOE NP and the other being single DPS. A good example is your Shiki and and Scathach, as one is good for taking out bosses (Shiki) and the other is good for farming or mob control (Scathach A), so she's a decent one to level as a rare AOE Assassin,

If you don't have another high level AOE Caster, like Da Vinci or Elisabeth Caster from the Halloween event, then Nursery Rhyme is useful for farming or mob control. I have one and she's at 66, mainly because she has had a bonus for the Prisma event and the current event.

Since you have Shiki, leveling Carmilla shouldn't be much of a priority, unless you finish getting 2 of each at high enough level that you might consider leveling a 3rd for those rare moments 2 aren't enough. In my case Carmilla is my main, with my Emiya A slowly climbing up after I abandoned him a way back.

Don't have D'Eon so don't know how she plays, but if she's been useful in the past then up to you.

For Medea Lily, I've heard she's a good healer, so if you find her very useful in your teams as support, then keep her leveled.

Ultimately leveling should be about which help you play more easily and that you like playing with, while the rest can wait.

I say scathach or nr. Aoe farming for christmas.

Purple bikini ninja and Alice in Wonderland is a good servant to raise.
- Nursery is an AOE and Crit based Caster, so she is still good as another DPS out side farming/daily situations.
- Scat is one of the solid AOE assassin available, there's also Fuuma and he's good too.
While Shuten is a 5 star, so she's harder to get and Cleo is a limited servant.

From my experience of playing tank/taunter servants, D'eon is the toughest tank and also one the best tank available.
Her/his tanking gameplay performance is Indomitable, useful for any harder contents, challenges alike. For faming/daily, you better don't use saber Fur Elise.
Scat assasin is a semi tank. use Emiya assassin to give her taunt effect, then put her a taunt CEs and she will be a tank.
Still, her best job is to clear mob waves and daily farm not a full tank.
Georgios is the cheapest tank to raise and also his performance is as good as D'eon.
Have a Buster team/Buster Crit team, Leonidas is your man. A man to choose as your agressive/Offensive tank.
Mashu for general teams/your own choice or as a part of stall teams.
Vlad III is a tank for Crit teams, and also can act as a backup DPS.

For the assassin, shiki is enough unless you want a second ST assassin DPS Carmilla is good.
Healer job is similiar to tank, to keep your DPS/party alive.
Medea Lily is good and probably the best at healing, best used on harder content, Stall teams and challenge alikes.
Also not really recommended using her on daily/farm usages.

Balanced teams often put a DPS, a tank and a Supp. Technically they don't have such a weakness to most FGO contents and practically just unbeatable, though it's still up to us as their master.
While DPS + Supp + Supp is for more Firepower and shorten the fights.
That's the most used general party comps for most Players.

I would say, focus on Scat and Nursery. Since i assume you are lacking some AOE servants.
D'eon is more expensive than Georgios, but overall she/he is tougher than him as a tank.
So i more recommend to raise Scat/Nursery since we farm everydays and with her crit, Nursery can also act as a boss killer.

Honestly as others mentioned, i don't know about your other maxed/leveled servant and since you want to ask others to give their thoughts and my thoughts to you, well that's it.
I have do my best to answer your question, still all of the decisions is up to you.