I have focused mainly on TDs. The ones I am playing are the American, British (turreted) and German (casemate) lines.
The casemate mounted guns take some getting used to, and regardless of which line of TDs you pick you're going to have to play at least a couple of casemate gun TDs before you get to the turreted ones.
The British turreted TDs have to be played with care as they tend to be glass canons. You will also have to play the Archer at tier V which is a quirky casemate mounted TD before you get to the turreted variants at tier VI and up.
American turreted TDs run through a couple of different lines before they settle down to one line being casemate mounted and the other being turreted. My preferences were for the M8A1, the Wolverine, and the Jackson though that required skipping back and forth between different lines. Some people think that the T67 and the Hellcat are the greatest things since sliced bread, but I didn't like them that much. The T25/2 has a relatively underpowered gun that doesn't penetrate that well. Be prepared to spam lots of premium ammo.
As far as German TDs go, the Hetzer is a good little tank, the StuG III G is a gem, I think that the JagdPanzer IV with the 75mmL70 gun is underappreciated, and the JagdPanther with the 10.5cm gun is my go to tank on tier VII.
The British have a line of casemate mounted TDs that are slow, heavily armored barely mobile fortresses. Not my cup of tea but other people like them.
The Germans have a line of turreted TDs. It was.my impression that while they had good guns and good stealth capabilities, they tended to be relatively slow glass cannons. At least the British turreted TDs were fast glass canons.
I haven't played Russian TDs. Lots of people like them and recommend them. They do have their strong points. You will be limited to casemate mounted guns though. Compared to other TDs they have the reputation of being somewhat blind with guns that aren't as accurate as those used by other nations, though they usually pack one heck of a punch.
I haven't done anything with French TDs. The Mighty Jingles has a well regarded YouTube channel where he has a lot of WoT specific content. He reviewed the JagdPanzer IV and trashed it (something I would disagree with him on). Then he reviewed the French tier equivalent TD. Part of that review consisted of The Mighty Jingles publicly apologizing to the JagdPanzer IV. Need I.say more?
Swedish TDs are the ultimate glass canons. I do not recommend them.
All TDs are vulnerable to being circle strafed, so be careful operating on your own.
With the exception of assault gun variant TDs your armor is going to be relatively light for your tier. Avoid getting into short range brawls unless you have no other alternative.
You should arguably always equip binoculars. Granted they only work when you're stationary, but TDs are almost always primarily intended to hide and snipe. You can't snipe if you can't see and towards the end of the game there may be no friendly scouts available.