I am a die-hard centurion user, but I have to admit that he has failed me many times over (but he has exceeded my expectations many times over as well). The Centurion isn't the most cost effective or elite unit there is, but he can put out a lot of shots, and it is fun to 'hope' for good roles sometimes in friendly games. Math-hammer aside, the loadout has a high degree of variability, which isn't the best thing to have with our most elite shooting unit.
That being said, in my opinion, for a beginner, I would run them in this order:
1. Fireknive Shas'El (range, range, range). See how you like to dance at 24" and fire high-strength weaponry into targets, letting the rest of the army 'mop up' the unit.
2. Helios Shas'el - or maybe a Shas'O with a SG if you like to fight in the open (whatever he shoots at dies). See how you like to fight 'in the face' of your enemy, typically targetting high-impact enemy units.
After running those 2, I think you'll get an idea of how you like your HQ to function, and you can adjust & fine-tune from there. There is not a 'best' loadout, since the HQ can fill in holes in the list that need to be filled.
Personally, I loved the Helios Shas'El (thanks to Rikis advice), but I needed more infantry killing in the list, so I adjusted accordingly.