Filing a first (priority founding) application in a particular country can be subject to other considerations than just business wise interest where you should have protection. As Dennis crouch already rightly has indicated, it may be that some countries require that an invention that has been done in their territory and/or by their citizens has to be filed in that country unless a foreign filing license is obtained. Next to the USA also France, the UK and India are examples of such countries.
A further criterion, also indicated by Dennis Crouch, is the language requirement. If you want to file in the USA, the application needs to be in English. If you would prefer writing in Spanish, the options are to file in Spain or any South or Middle American country (except for Brazil).
Also the costs of filing can play a role, although you will experience that the filing fees that are required often are just a small part of the total cost of drafting and filing an application.
One important factor that has not yet been highlighted is whether or not the patent office where you will file your application will provide you with a novelty search and/or a preliminary opinion on the patentability of the claims of your application within the priority year. Although having such a search performed increases the costs at filing, it generally is a good way to judge the chances of success that your invention will appear patentable. And thus on basis of the outcome of such a search and/or patentability opinion you can decide whether it would be worthwhile to continue with the patenting process in other countries. Such a search and patentability opinion can be obtained by filing with the European Patent Office, or by filing in the UK, The Netherlands or PCT (in alle these cases it is possible to file the patent text in English).