Maybe Ti Li or some of the Chinese/Indian-sounding places way off in the distant east are bigger, but from the lands we know, the Seven Kingdoms is by far the largest nation-state on Martinworld (using the military numbers as a baseline, Westeros must have a population of at the absolute minimum about 30 million and probably significantly higher, absolutely colossal by medieval standards). The Free Cities are all city-states of a few hundred thousand people each, and so are the Slaver's Bay cities, Asshai and Qarth. The Dothraki are riven by internal conflict. The New Ghiscari Empire looks quite small so far on the map (essentially only encompassing an island and a bunch of wastelands on the mainland, with only modest influence on the slave cities).

So whilst the Seven are almost unknown outside of Westeros and the solitary sept in Braavos, they probably have more worshippers than any other religion in the world. Even R'hllor is but one amongst many competing faiths, with only Volantis, Lorath and Lys being major centres of its power (and in Volantis and Lys they definitely have to share their flock with other faiths).