Well, looks like almost all of your 3*'s that are fully covered and even close to 166 are already championed… so I would move on to a few 4s. You are at the 3 - 4* transition point, IMO.
You probably already know this with that roster, but level 120 is where the curve really takes off on leveling 3s. So it wouldn’t take much ISO to take up some of the low-level 3 up to 100 - 120, just in case they are the feature in PVP or an essential in PVE, but I don’t think it’s necessary, you have a good enough roster to carry them.
Regarding the 4*s:
XFW 5/4/4 - Not the optimal (probably the worst 13-cover, actually) build right now… but still not a bad choice to take up. He’s also your only fully-covered 4*, so… might as well
Fury 5/3/4 - Blue is his best, unfortunately. I don’t really like Fury… there are better 3*
Starlold 4/2/3, 70 - IMO, the only reason to play SL is his yellow, which is level independent anyway. Keep him low for now.
Thor 3/3/2, 70 - Solid PVP character, and one of (if not the) best PVE characters. With only 8 covers, you still have a ways to go, but at least more and more characters are getting “charged” abilities, so you might be able to replace her blue by bringing along Rags, SS, or TAH (if you get more covers for them)
Iceman 2/3/1, 70 - I would start taking him up, but not too high… reason being his stun is level-independed, and at 3 covers, a 4-turn stun for 6 AP is definitely useful.
XFDP 3/2/2, 133 - Don’t bother until you get more covers
Ant-Man 3/2/2, 78 - Same
Jean Grey 1/2/2, 70 - I like Jean a lot, but I would hold off until you get more covers… especially if you do take Iceman up.