Of course, if you find a nice compact, don't forget to enter it in other country-specific races once you're done with World Compact. For example, my CZ-3 did pretty well on its own with A-Spec and B-Spec. If I wanted to, I could enter the Japanese compacts with this machine. It's all up to you to win the racing series. If you got the goods to win, then go make it happen.
Allow me to share another Gran Turismo tip that's helped me a lot. Sometimes when you can enter race series, it's a nice idea to preview the race you're about to enter. The bad thing about it is that if you don't have a proper car to compete with, you're not getting any sort of preview. At all. Try to find the most powerful, commercially-available machine to race with. What good is it if you enter (for example) a MR Race series with a stock Honda Beat, when a competitor has a Lotus Motorsport Elise. It's your 64hp Beat versus a 200-something hp Motorsport Elise. Try to find formidable cars to race with. Sure, the theme of these races is "racing at a disadvantage," but how fair is it to try to take down a much more powerful car... on a high-speed circuit? I remember seeing a Corvette C5R entered in a race at Seattle Circuit in GT3 in the Stars and Stripes series. I had a Mustang Cobra R, matched up against a proven Le Mans racer.
So in other words, try to find the best machine your Credits can buy, as long as the car meets regulations. I have my suggestions, many others made theirs. We're not racing for you. It's up to you to decide what car is best for you to win the race the way you want to win it all.