Although this might not be the advice (droids?) you're looking for, why not put off picking a legion? You can play with gray marines for a while, and in the mean time shop around in terms of established fluff and what you like. Lexicanum is a great online resource for some of the less well-known chapters, and there's tons of books and crap about the other ones.
They're all about the same in terms of cost, and with fluff-bending, you can use any of the assorted codices or characters. Just make sure the colors you decide on are ones you won't get sick of!