Go with either Mage, Warrior or theif, depending on what type of skills you prefer. Once they've leveled then pick one that seems useful to you:
Antronach if youre a mage who has trouble against other mages.
Lord for better all round defece.
Steed if you need more carry weight.
I dont recommend tower stone as it worthwhile picking youre locks for XP.

Best suggestion is pick one that sounds best to you.

Smas

If you're playing as a Redguard (unless you intend on focussing on being a magic user) I'd suggest the Steed Stone. This way your carry weight bonus easily accomodates using Heavy Arnours and, not having encumbrance effect you movement really makes the most of Redguard sword skills.

With my Redguard character I dual wield two swords.

From those three choices? The lady. It's nearly as powerful as the thieves stone, mages stone and warrior stone, combined!

Well, my lockpick is already 100, so Tower stone is for convenience. Although, it is glitched. When I first discovered it, it would let me pick every expert or lower lock. After I saved and reloaded, it is only once per day - so not quite so good.