It's a horrible system. If your place is unaffiliated, you either become an extremely poor country (e.g.: Sphinx), a lawless place (e.g.: Whiskey Peak, Jaya, Hachinosu) or a place prone to have internal conflicts (e.g.: Broc Coli Island) and be looted by pirates (e.g.: Orange Town)... that's if you don't have the "luck" of being the site of the triennial "Native Hunting Competition" (in other words, once in every 3 years your country would have the chance of being completely wiped out). That's why some places decide to go under a Yonko's flag, because, depending on the Yonko, you may have a better standing against the dangers of the OP's world (although you aren't completely safe, even with the most benevolent protector... as seen with the WB-affiliated places after WB's death).
If you're affiliated, then you'll need to pay the extravagant "heavenly tribute", which may bankrupt your country (e.g.: Lulusia Kindgom), split it (e.g.: Sorbet Kingdom) or even make you wage wars and loot other countries to maintain your status (e.g.: Vodka Kingdom). Even then, kingdoms as relevant as Arabasta and Dressrosa still fell prey to dreadful pirates, so you wouldn't be totally safe, even if you're a noble citizen of a WG-affiliated country.
If you're affiliated, then you'll need to pay the extravagant "heavenly tribute", which may bankrupt your country (e.g.: Lulusia Kindgom), split it (e.g.: Sorbet Kingdom) or even make you wage wars and loot other countries to maintain your status (e.g.: Vodka Kingdom). Even then, kingdoms as relevant as Arabasta and Dressrosa still fell prey to dreadful pirates, so you wouldn't be totally safe, even if you're a noble citizen of a WG-affiliated country.