I take it that you are asking for specific targets for expansion. Important late game resources include rubber and oil. Coal/iron is important the entire game. Specific industries require specific inputs which you may lack at the beginning of the game. Search for those (if you intend to have clothing factories, you will need cotton and dye, which are hard to find).
Uncivs to attack or annex before Nationalism and Imperialism
Johore (rubber, precious metal, tropical wood)
Atjeh (rubber)
Abu Dhabi (oil, but low population)
Brunei (oil, but low population)
Egypt (demand concessions for rubber, Dumyat for Suez Canal
Persia (demand concessions for iron, oil, coal areas, but then likely the UK or Russia will sphere it during truces)
Uncivs to Annex After N+I
Korea (coal, iron)
Dai-nam (rubber, trop wood, silk, cotton)
Burma (oil, trop wood)
Thailand (rubber, iron, though these can be taken by demanding concessions before N+I, rather than annexing the whole thing after)
Cambodia (rubber) -- Cambodia could be annexed before N+I but it starts as a Vietnamese puppet, so I usually just fight Dai-nam once after N+I
Oman (oil, makes for good colonization of Africa if you lack East African bases)
Ethiopia (ditto East African bases, coffee)
Sokoto (ditto for West African bases)
Nejd (oil)
Morocco (oil)
Good sphere targets are those civilized nations with good resources, but poor technology/industry
Brazil (rubber, trop wood, they are the neighborhood bully and will expand all over)
Ottoman Empire after they fall from GP status (oil, iron, coal, tons of great resources)
Persia (coal, iron, oil) not technically civilized but I find them a good sphereling
Netherlands if they are not a GP (rubber, oil, sulfur -- frankly, it is worth taking Sumatra and Java whenever the Dutch are weak)
Portugal (rubber)
Mexico (oil)
Venezuela (oil)
Wallachia (oil)
Moldavia (oil)
USCA/El Salvador (rubber)
Ecuador (oil)
Colombia (Panama Canal, coal, coffee)
Spain (lots of good resources, but they have rebellions in the Philippines and elsewhere to contend with.
Anywhere with COAL
I find it also is quite easy to dominate the South American sphere game (Colombia, Brazil, Venezuela get interest from US,Dutch, and the UK, respectively but the whole thing is easily had) and sphere pretty much everybody there; Asia becomes work after you get Japan as a GP. Picking up a portfolio of little orphan spherelings is not a bad idea. In my current Russia game I have 51 spherelings (of 85 countries). I hate getting bounced from Belgium by a determined France, Germany and UK.
Best colonial locations
African rubber states (see
http://forum.paradoxplaza.com/forum/showthread.php?593541-Rubber-and-where-to-find-it, esp Katanga, Kasai, Bas Congo, Congo, Congo Orientale, Yoruba, Benin, Niger Delta, S. Cameroon)
Nigeria (Niger Delta, Yoruba States) has coal, rubber and soldiers aplenty
Borneo/North Borneo (rubber, oil, sulfur)
As important is what to avoid: do not contest worthless places with determined powers. Try prying Madagascar from France -- not fun, not worthwhile. The Indian states end up as puppets, meaning the UK gets large influence bonuses with them. Until the OE falls from GP status, their Balkan puppets (Moldavia and Wallachia) are not worth the effort, as the OE will resist losing them, and they get the puppet influence bonus.
A word about China/Japan
China is the big prize, and in a category by itself. Every game sees China do something different. Break apart, stay together, have repeated Boxer Rebellions, lose its substates, keep its substates. A powerful GP can annex all of the substates when they split away from China as uncivs (if that happens).
You can pick apart the Chinese states and demand concessions as often as possible, as early as possible. They have great resources (Chinese areas are dominant in silk, tea and have lots of good stuff like tropical wood, cotton, coal and iron) with millions of people working in the RGOs. Use wars with their allies Dai-nam and Korea (whom the substates will not defend, so your task of whipping China is much easier) to get both the target protectorate plus a concession, and destroy the Chinese Army.
Spherewise, Qinghai has loads of coal, Manchuria has iron and coal. Yunnan and Guangxi have to be sphered through war, as does the Chinese Empire. If the Chinese Empire has lots of reactionary/Boxer rebels, don't sphere them, as you will lose the spherehood when they change governments and may not be permitting military access for your troops to quash their rebellions. And after you have destroyed their army in war, they have nothing to resist the 200k stacks.
Japan was formerly a decent target, as its high literacy helped with RPs. But that is no longer the case (the rules on literacy in colonial states was changed). Plus, the special rules for Japan Westernizing means that if you haven't digested all of it before Japan's early westernization, you have a pissed off Asian power who will hit you when they can, yet is costly to fully digest. I find that Japan is no longer worth it. I'd rather have some more from the Chinese buffet...
Puppeting
I don't do much puppeting. I suppose it could be helpful to puppet a large-ish state (or if you want to weaken the chances of forming Germany or Italy by puppeting some essential part) but I generally haven't puppeted unless I get the free CB. I would only puppet places that either I intend to be continually battling for influence, need their army or for some special diplomatic purpose. Now if I could puppet Brazil or the Ottomans...