i started with VanSar because i liked the technical background that the gang portrays through there fluff, if done right you can quickly outnumber your opponent after a few battles(my gang is at 27members and over 6000 gang rating, (they are retired))
i have vansar, goliath and escher
it all depends on which way you like to play i.e
VanSar---shooting and wargear
goliath---combat and toughness
orlock---midrange to long
delaque---stealth and deception
if you want to start playing with out the models then look at the catachans to use as a basis for converting