Everyone else has covered class pretty well, so I can cover race/starting area a little bit.
Any races that start in the Qeynos area (so humans and half-elves, as well as erudites and barbarians with a little bit of running) get access to a lot of nice quests for extra exp and plat. Gnoll fangs, putrid skeleton ribs, rabid pelts, bandit sashes, etc. My Qeynos characters are always the most self-sufficient starting out because of all the money-making opportunities.
If you want to be consistently surrounded by other players and groups, I would think that Faydwer (wood elves, high elves, dwarves, and gnomes) is your best bet. You get the obvious progression of Crushbone->Unrest->Mistmoore, with the upside of them all being fairly close together.
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