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You choose both targets if you cast the spell

Keeping a counter spell up for your opponent's commander means you've not only disrupted their plans, but you can either cast something else for free or add a card to your hand

Youll want as many cost reducing effects as you can get, so I suggest stocking up on Sapphire Medallion, Herald's Horn, and Urza's Incubator if you plan to go the sphinx tribal route

On the extreme end, theres Enter the Infinite, but with a Reliquary Tower and some draw spells, in creature form like Arcanis the Omnipotent or the classic way with Mystic Confluence or Jaces Ingenuity, you wont need to be full-throttle