It ultimately depends on whatever you feel like, as well as what team composition you're going for, but I can at least give you something based on that ability and nature.
A Sassy nature raises Special Defense and lowers Speed, so you probably want to go with an Eeveelution that is already relatively slow to not have to worry too much about that lowered speed and just take advantage of that Special Defense boost. Given that, Jolteon, Espeon, and Leafeon are out.
Run Away means that you'll be getting each Eeveelution's primary ability instead of their hidden ability, so that means:
- Water Absorb for Vaporeon, which is great. It gives you a water immunity instead of a water resistance, and lets you recover health by swapping Vaporeon into a Water move.
- Flash Fire for Flareon, which is solid. Similar to Water Absorb, you get an immunity to Fire, but you get a 50% boost to your Fire moves instead of recovered health. Good for a pivot.
- Synchronize for Umbreon, which is decent. You can make enemy 'mons suffer the same status effect you do if they inflict it on you, as long as it's Poison, Paralysis, or Burn.
- Snow Cloak and Cute Charm for Glaceon and Sylveon respectively, both of which are mediocre. An evasion boost in hail and an infatuation chance on contact respectively aren't exactly reliable, meaning that the abilities can't really be relied on to help you in battle.
Again, at the end of the day, it could just come down to which Eeveelution design you like the most, but this info will help you min/max to the best of your ability. I hope this helps!