Depends on what kind of challenge you want. Water is easier, Grass is a bit harder but not too difficult b/c of a starter, Steel only has three games to do (Kanto not required) but can be difficult at times, and Psychic is prolly about the same as steel b/c of Dark Pokemon. I've done grass all the way through, Steel to Gen III, and Psychic on Gen II. I haven't done Water yet. I would recommend starting with Grass, as it was the most fun one I did out of those.