Without any shadow of a doubt.... the Cup.
My trophies: 15 League, 11 CL and only ONE Cup.
Now, if you start the Season with an average 3* or low 4* the Cup is more possible, because you can improve the team a lot, and likely won't face guys a level above. Or more.
But if you have upper 4* or above you are likely to face teams levels above who can easily improve their teams for a few tokens, and it's very hard to win it.