I don't think it matters much what server you choose, although I heard Besaid has a very healthy NA population at the moment; so, if that's what you're looking for that might be a good choice. Although years from now that may change so if you're in it for the long haul it probably won't matter much, so may as well keep that in mind.

Every character you create should have the items linked to your account, so it isn't necessary to delete and your old character to retain your items on another. Deleting a character is fairly simple, and once logged in it's hard to miss.