pick (one's) battle(s)
To 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 where one has a greater chance of success. As a parent, you learn to pick your battles with your kids so you don't run yourself ragged with nagging them. The best politicians pick their battles wisely: if one becomes too embroiled in petty debates, one never gets anything done.