I currently play Menoth, starting a Cygnar force, and Legion of everblight.
I only got menoth so i had a second starter set to teach others how to play.
I love Hordes mechanics and the Legion Models just called to me and fortunately the army has been a blast to play.
I am picking up Cygnar specifically becasue I love the models for the Gun Mages and I NEED to paint them.
I would say see what people play in your area if you notice one army has over whelming support (like Cryx in my area) then pick something different that way you will bring something fresh to your gaming group.
However, make sure you like the army you pick don't just default to something because no one plays it, in the end it has to come down to whether the army fits your play style and your taste as far as appearance.
Every army for the most part is competitive if that matters and every army has some killer models. The real question is do you want to start with Monsters or Machines?
I have seen so many new Cryx players as of late I am voting for anything but so I say go Menoth or Cygnar or Legion or Circle.