Hi, you'll be told a lot that one of the most attractive parts to this game that it is very balanced... and it is!
However, when you first start (especially if you try Warmachine Vs Hordes) then you'll probably disagree, I did.
This is because of the learning curve involved, it's going to take time for you to get to know the system and how things work.
Like you I came from
40k and that was about 4 or 5 years ago (when
40k was actually quite good
) and I struggled with the system at first but after a good few games you'll absolutely love it!
As for which boxset, couple of things to keep in mind. The Focus and Fury system work slightly different and you may prefer one to the other. Try them both out first if you can. You say you like all the models so you may want to look into playstyles that will suit you.
There are plenty of experts on here to give you advise on how each faction plays and also check out
http://battlecollege.org/space/menu
You'll probably end up with both systems and muliple factions anyway!
Hope this helps!