Considering that some players may adopt different tech strategies and that lend-lease allows the lending nation to give its advanced units to the receiving nation, in theory, all combinations are possible.
In practice, let’s just say you don’t see much lending advanced battleships or carriers to Free France or CCP…
It’s all a question of do you want to cover every possibility or only what will be used more often?
For what it’s worth, I would prioritize having:
Germany: advanced artillery, advanced mobile artillery, advanced mechanized infantry, SS Panzergrenadiers, Heavy armor, advanced subs
USSR: adv. artillery, Katyusha rocket, adv. mech, heavy armor. Maybe jet fighters
GB: adv. artillery, adv. mobile artillery, attack transports. Maybe jet fighters or heavy bombers
USA: all adv. units
France, Italy and Japan have so little research power and will usually prioritize techs that do not require miniatures such as Wartime Economy or Long-range aircraft. If I had to pick one, probably adv artillery would get some use.
Other players may feel differently about some picks. That’s part of the fun of this game. Everything is possible.