5-eyes: United Kingdom, United States, Australia, Canada, New Zealand

These five countries make up the core of the UK-USA Agreement. That is to say, they are the main entities spying on everyone, including their partners listed below.

9 eyes: Denmark, France, the Netherlands, Norway

These are third-parties with whom the NSA cooperates, but also spies upon. Denmark for example has allowed the NSA to install surveillance equipment on international fiber-optic cables for data leaving and entering the country under the Rampart-A program. In the return, the NSA assists the Danish intelligence services in various ways including access to NSA hardware, and allowing them access to the surveillance equipment installed on the fiber-optic cables. Germany, too, is part of this program.

14 eyes: Germany, Belgium, Italy, Spain, Sweden

Belgium has actually been targeted by the U.S and U.K of the 5-Eyes. Articles here and here. Sweden has access to XKEYSCORE, a very powerful tool of the NSA.

TL;DR - The 5 are the main spies, the rest are enablers that also spy on each other, with help they receive from taking part of in this intelligence sharing program. Your internet traffic will most likely transit through one of these countries anyway, but if you avoid make sure your traffic doesn't originate from one of these countries, you're better off as far as privacy goes.