You really ought to come to Midgard. It's got the highest population of EoFFers. I'm in Lionx's linkshell, and we've got a bunch in there as well as some very helpful people who I don't quite know. I think most of us are Windurstian, so it would probably help if you aligned yourself with Windurst at the start, although it isn't necessary.

And whatever you do, stay away from Ashura. The economy there has gone to hell.