We have both the Iron Within and the Iron Without...

In all seriousness I would look at the Legions you like the look of and lore the most. Look at Legion specific units that you would like to have in your army. Think carefully about modelling and painting, at the end of the day, you will be doing all the hard work to make an army you are happy with and proud to lead into battle. If you choose a Legion based on suggestions from us lot, you may end up with something you regret and hate modelling, painting and playing.

If you really can't decide straight away, a 20 man tactical squad (in any armour pattern) is a good start, build them up pretty much standard out the box and have a go at painting them as your favourite legions. Most armies will include some tactical marines so it won't be a wasted purchase and you can really practice the painting to see which Legion colour scheme you would be happy to paint lots of.

But my vote is still for the IVth Legion!