There are a few I really like-
SZ 125: This one is a PAIN if you are Germany. Russia can park their 2+ subs there and just pester the hell out of your economy.
SZs 98-99: Assuming the Italian navy hasn’t had it’s Taranto, they can become a a serious threat to the UK. (Of course the reverse can also be said for Italy with UK ships in 97 & 95) In a lot of ways, I see this as the best way Italy can help against the UK, other then N Africa.
Sz 89 and 1: I don’t see these talked about much but in my experiece they can drive the US player NUTS. I’ve had games where I have effectively sidelined the USa with constant disrupts in these zones and always attacking Alaska with Japan. The US gets so…‘affronted’ that the war is brought to his doorstep that they will spend a lot of their focus clearing these— over and over :-D