I agree with Ensis -- don't limit yourself. For the price of a Space Marine
Tac Squad, you can grab an entire crew,
NIB, on eBay. Malifaux is easily one of the cheapest tabletop games going, right now.
I've only played M2E, and only a few crews, so I'm not much help in suggesting them. One thing to look for, though, if you're looking to do multiple crews is play style and compatibility -- for instance, grabbing both the Lady Justice and Ortegas boxes would allow you to mix and match, and both crews play differently.
For quick suggestions, check out this site:
http://ordosylvanus.com/socalmalifaux.com/index.php/intros?start=5