Well, that depends a lot on your preferences.

First and easiest distinction to make, I think, would be do you prefer to stand at range or be up close? Do you mind having very restricted mobility? BLM is essentially a turret mode caster and movement can have very sharp DPS penalties if you don't manage it well/don't know the fight in already. On the flipside, it can put out some really ridiculous burst damage.

On another note, though, FFXIV's job system means you can play them all, what you're really deciding is what you want to play first.