I've started a few campaigns in Sel-kai - always a great place to start. Right now I'm running two games. One is a group of Yinka assassins in Tanara (meant to be several sessions, but not an on-going thing), and the other is in Rhakhaan.
But just as important as where, is when. The 'current' time according to the latest timeline is, in my opinion, not the best time to start. I like to run around 6050 or so, where the timeline is beefy and there is lots of events going on. It really gives the world a dynamic feel. Sure you can develop your own future timeline, which is good if you want to head off on your own direction, but to me nearly every entry in the timeline is a plot hook that could be fleshed out into it's own adventure.