choose (one's) battles (wisely)
To actively choose not to participate in minor, unimportant, or overly difficult arguments, contests, or confrontations, saving one's strength instead for those that will be of greater importance or in which one has a greater chance of success. As a parent, you learn to choose your battles with your kids so you don't run yourself ragged nagging them. The best politicians choose their battles wisely: if one becomes too embroiled in petty debates, one never gets anything done.