I'd say only get mountain divisions if you're going to be using them, i.e. don't put them on the frontline during the Winter War as the USSR, keep them down South. And if you're a small nation, steer clear of them, as they have separate technologies for their organisation and morale. Don't have them fight alone with no other kinds of brigade; they're still infantry and they'll be slaughtered.
Artillery is always good. I always put an artillery brigade in.
Anti-tank is good for small nations due to it's low IC costs.