exelcior

Shrug, it depends on your preferences...

Which armies do you think look the best visually, and what type of gameplay style/tactics are you looking for in an army (shooty/melee/balance/speed/toughness/etc)?

There's also fluff... but fluff doesn't really matter as you can always just ignore it and make up whatever you want. It's all about what models you like and that'll be fun to use that matters most.

Half the armies in 40k are just different variations of Space Marines, so if you like retro sci-fi superhumans, you got 31 visual flavors to choose from and may need some clarification on what sets them apart gameplay-wise, to finalize your decision. Otherwise, most of the alien armies are fairly set apart in appearance and easier to judge which you prefer visually.