Large database, around 8-11 countries, all leagues in them. I tend to pick several based on where I'm going to start, so often it's the rest of the continent, some of the big 5, and a few smaller European leagues or South American leagues. I almost always load England despite not playing there too often nowadays because I like having all those little clubs in, just fun to check in on occasionally since I used to do a lot of lower level managing.
I could probably load more countries as my computer is pretty beefy. My laptop, though, struggles to get through a season with more than 3 countries loaded.